People are forced to be born in specific nations. They do not chose to be born in that nation or accept that nation's rules. As the person grows up and comes of age, that person may decide not to follow that nation's rules. But naturally, the person does not have any obligation to leave the nation, because, ... well, why should there be? The idea of leaving a nation because you don't like rules is inherently contradictory, since it implies an acceptance of the rule that says "this geographical region belongs to this country and therefore you should leave", but naturally that rule is also one which this person does not accept and therefore has no obligation to leave.
This person may otherwise be a completely moral being. And yet, because this person does not follow the rules (such as paying taxes or showing up for military draft), the nation will punish that person.
Hence, does it follow that inherently, the idea of a nation is immoral? Since it forced people into a particular system from birth, and if people disagree with that system, they are either punished or forced to leave, neither of which they inherently deserve?