People say this with every election. I don’t know of one who has left.
RE: I don’t know of one who has left.
The only one I can think of is Tina Turner, who relinquished her US Citizenship to become Swiss. But I never heard her say that she’d leave if so-and-so were elected President.
Seagul left for Russia where he bows and scrapes before Lil’ Putin ever chance he gets.