The Nigerian Christians actually don't want to come to the West either. The Islamists are genociding them in such numbers precisely because they refused to give up & leave their rightful homelands after the first couple years of massacres, instead they dug in their heels and shot back.

This is also why MSM and left-wingers online usually try to frame the war as a herder-farmer conflict over resources & grazelands rather than a religious conflict; see, for example, the Wikipedo article on this subject. That effort started back when it became clear that the Christians weren't just going to roll over & die or flee without a fight, and the Fulani jihadists decided to play victim to combat the international sympathy their enemies were getting.

You can get a small insight into the Nigerian Christians' mindset just by listening to their songs. Silly & memey as African propaganda songs tend to be (and this is no exception), I think it's a good sign that the singer calls on his audience to continue fighting to defend themselves, their families & their homes instead of bailing out to the West or really anywhere else.