Your thought experiment is powerful because it forces the reader to see the situation from a new perspective. But it fails to model the power dynamics, and this is critical.
If you found sensitive documents from Saudia Arabia, your conclusions make sense. Saudi Arabia isn't a global power, so you have good choices. You can give the documents to your government. And if your government isn't responsive, you lobby your government, or you become a citizen of another nation.
But in my speculative version, as in the real-life situation, you don't have good choices. Your adversary isn't just a regional player, it's the primary global power.
If you're a citizen of Kansaslahoma (or Sweden, Switzerland, Australia, the UK, Argentina, etc.), your government will not act against the global hegemon due to the power imbalance.
So you can't just go citizenship shopping. If you believe there's a great injustice that must be resolved, your only real options are to do nothing, or to make a direct appeal to the people.