National pride. Like it or not, there are people who are so proud of their country, they will stay on a sinking ship rather than be seen as a "traitor who abandoned their country". Look at the US. There are people who walk around with shirts that say "You are a traitor if you disrespect my flag". I don't think the girls are that extreme, but they probably still have faith in their homeland and want to believe in the best for it.
No no, chill out with the immediate comparison (tempting as it might be), this guy might be a prince but following this same example, would you want to fuck off wherever you live if the Vice-vice-president showed up and started talking mad shit with the local army, or would you agree that the army is right to get annoyed at this borderline foreigner that doesn't truly know jack about where you live, coming around to pick a fight? The MC here is even more detached than that example so it's an even stupider idea, to boot.
Basically, it's their home, it's one thing to leave because it's being attacked and destroyed, and another to leave because some dumbass who doesn't even live there is catching fists.
Admitedly I don't know, by the way the chapter ended, why even bother with restitutions or whatever the fuck is coming up though. Now's the chance to break ties by telling the nobility you are a lone asset doing things on a whim and they can fuck off with their pushy shit. Big Powers don't fuck around with eccentrics, they work around them.