Er, we concern ourselves with the actions of our surrounding host countries for three reasons. One is kovod shomayim – lesaken olam bemalchus shakai – we want the world to keep Hashem’s laws, and this is included undeniably in the 7 mitzvos. We care when others sin, because while goyim may not have the same spiritual impact as we do, their actions still should be in line as much as possible with Torah, for Hashem’s honor.
The 2nd reason is that society affects us. “Rak ain yiras Hashem”, avrohom said when he was travelling in gerar. We don’t want to live in a society which condones infanticide, same sex marriages, , edited any other evil that is forbidden to goyim as well as us. We want to shield ourselves from influence, as you can see many posters here copy and paste their attitudes straight from feminism and western values.
3rd, oy lerasha and oy leshecheino. If Hashem punishes the goyim for infanticide, and we happen to live here, we will not be spared. Especially if we had the chance to protest, as chazal say(avodah zara 18a) “one who has the ability to protest but does not is punished on his account(the one who sins)”