Maybe, but if you're in a country that's going to hell (Russia invades Georgia, Rwanda in 1994) and you're a U.S. citizen, you can be evacuated.
In addition, if you're captured in the United States and labeled a "terrorist," you're less likely to be tortured and held in "black" facilities if you're a U.S. citizen. Perhaps not an optimal reason, but it still exists.
The U.S. embassy has evacuated my family and we're still paying for it. It's not free. We could have hired a private militia and escaped to safety for 5% of what we paid the state department.
I'm kind of glad to hear that it isn't free. U.S. taxpayers shouldn't have to subsidize the risks that some take to travel to dangerous areas, even if it's an aid worker (most recently, like [this guy][1]).
Yes, if you go somewhere that's dangerous, the local embassy will usually warn you to leave asap if something is going down. It's not a free pass to get out. If you want that, become a diplomat.
If we erased all governments and rulers from the Earth in the next second, by 2013 there would be a panoply of tyrants, warlords, and all manner of governments imaginable. There are only so many ways that people self-organize, and the perfect ideal of a peaceful anarchist commune is not one such method that is stable or practical with our current level of technology.
In addition, if you're captured in the United States and labeled a "terrorist," you're less likely to be tortured and held in "black" facilities if you're a U.S. citizen. Perhaps not an optimal reason, but it still exists.