Several of my ancesters tried to leave in 1861 but you sent a large army down here to shoot them instead.
"Leaving" implies moving yourself someplace else. My grandfather didn't try to declare a little piece of Scotland as a part of the United States. He picked himself up and came here.
By the way, none of my ancestors were in the United States in 1861. All of them were in Europe. At various points, they decided to leave Europe because they didn't like it and came here, instead.