[@Lonewolf685]

While certainly an option for those who desire nothing more than 'owning a universe', most people have stakes in the War. Either they serve one of the three sides devoutly, or they want to beat those who lead the sides. The more warlike either want to keep fighting, or want to prove themselves by squaring off against the Vassal-tier characters. Others want to 'save' the Nexus, ending the constant war by eliminating those who propagate it.

Leaving the Nexus just means running away from whatever your goal is here, and abandoning all that you leave behind. It's not something most are willing to do.