You may not agree, but the Torah and Gedolim do.
Before the 2nd World War, Gedolim, in their infinite wisdom deeply steeped in Torah values (unlike us), advised Yidden it was better to risk physical death in Europe than to escape to somewhere where it was physically safe but risked spiritual death.
Yes, without hesitation or doubt. The spiritual welfare of a Jew is far far more important than his physical well being. Better to burn at the Inquisition’s stake, than to even pretend to leave Judaism.