Didn't Whatsapp and few others threaten to do just that in UK? I'm not saying they would necessarily put their money where their mouth is if push comes to shove but implications were made that should encryption laws pass, bye bye Briton.
They sure as hell didn't threaten to leave my country when our supreme court started slapping them with arbitrary fines for campaigning against internet censorship on their own websites. I find it difficult to believe they'd leave a country with a much stronger economy.
There's a difference between accepting a country's (inane) laws restricting your own speech, and breaking a fundamental feature of your service.