It should be clear that a Muslim is not allowed to transgress against non-Muslims as long as he or she resides in their lands under their protection. Any aggression from their quarter is unsanctioned treachery. If they feel they can no longer accept the perceived or real abuses or injustices of the host people then they are obliged to leave that land if remaining there would push them into acts of violence or aggression against the host community.
-New Islamic Directions
I have been making this very argument for a while now.
Of course an oppositional argument to this is that since non-Muslims are occupying Muslim lands and have corrupted Muslim leadership to the extent that the would be Jihadist does not feel that they are safe in said Muslim lands, then the would be Jihadist has nowhere to go and therefore must commit Jihad where he or she is. Even with that argument I believe that the quoted text is the best and those Jihadist that are so annoyed at the status quo in their lands, take to overthrowing those regimes.
Hat tip Planet Grenada