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That's mostly because transport companies have to pay to ship you back if you get turned away at the border, so they will want to see your permission to enter your destination country before you leave. I've traveled internationally a fair bit and I've never had to show my passport to government officials when leaving the US.
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I mean, really not trying to frame this in any way, but asylum seekers do it all the time.
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Ok, fair enough, but if I were German - I don't really think I would asylum anywhere on the basis of Germany maybe intending to conscript me in the future.
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I'm reasonably sure Russia would take you.
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