Hebrews 11:9, 15-16

And even when he reached the land God promised him, he lived there by faith—for he was like a foreigner, living in tents. And so did Isaac and Jacob, who inherited the same promise.

If they had longed for the country they came from, they could have gone back. But they were looking for a better place, a heavenly homeland. That is why God is not ashamed to be called their God, for he has prepared a city for them.