Hebrews 11:9, 15, 16

By faith he made his home in the promised land like a stranger in a foreign country; he lived in tents, as did Isaac and Jacob, who were heirs with him of the same promise.

If they had been thinking of the country they had left, they would have had opportunity to return.

Instead, they were longing for a better country—a heavenly one. Therefore God is not ashamed to be called their God, for he has prepared a city for them.