The idea comes from the French Revolution, a period wherein there were both working rival systems of government and wilderness to disappear into without anyone to hunt you down for not paying taxes or for doing to the wrong thing on the wrong land.
Yes, you can go to yet another country with the same set of beaurocrats running an almost identical system of red tape who serve and indistinguishable set of elected stooges who turn a deaf ear to anyone they don't like. But that's not really what it means to "opt out".