“Verily, as for those whom the angels take (in death) while they are wronging themselves (as they stayed among the disbelievers even though emigration was obligatory for them), the angels say to them: “In what condition were you?” They reply: “We were weak and oppressed on the earth.” They (angels) say: “Was not the earth of Allah spacious enough for you to emigrate therein?” Such men will find their abode in Hell — what an evil destination!” (Qur'an 4:97)
And whoever is an ally to them among you - then indeed, he is [one] of them (Qur'an 4:51)
The Prophet (saw) said: "I am free from any Muslim who lives among mushrikeen". (Abu Dawud; Bayhaqi)
The Prophet (saw) said: "I have nothing to do with any Muslim who settles among the mushrikeen" (Tirmidhi; Abu Dawud)
Zakariya al-Ansari al-Shafi'i said:
"It is obligatory to migrate from the kafir lands to the Muslim lands for those who are able to do that, if they are unable to practise their deen openly." (Asna al-Mataalib, 4/207)
Ibn al-Arabi al-Maliki said:
"Hijrah (migration) means leaving dar al-harb [non-Muslim lands] and going to dar al-Islam. This was obligatory at the time of the Prophet (saw) and remains so after his time for those who fear for their lives." (in Shawkani, Nayl al-Awtaar, 8/33)
Ibn Taymiyyah said:
"The state of countries is similar to the state of human beings. Generally, at times a person may be Muslim and at other times he becomes a disbeliever. Sometimes he may be a true believer and some other times a hypocrite. Similarly, sometimes he may be pious and sometimes he commits sins and become dissolute. The state of countries is the same as the state of human beings depending on their activities. Therefore, the migration of a person from the place of disbelief and evil to the place of belief and obedience of Allaah reflects his sincere repentance to Allaah. This act of migrating from bad to good, from disbelief to Islam, and from a bad place to a good place will continue till the day of Judgment".
It is prohibited for Muslims to live amongst non-Muslims unless one falls into a very limited number of exceptions. The Prophet (saw) forbade Muslims from this in multiple ahadith and all of the classical scholars forbade the same.
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