They didn't want to be, or choose to be there. They didn't see an article in Travel and Leisure on the top 10 places to retire in Mesopotamia. Nope, they were forced to travel roughly 600 miles from their home in Jerusalem to Babylon, located about 50 miles south of modern-day Baghdad. Taken captive by King Nebuchadnezzar as an act of bold parenting by God himself.
You see, the Israelites had continuously refused to listen. Warning after warning, prophecy after prophecy, they just wanted to do it their way. So, God watched it unfold until it was time to step in and teach them a lesson. It was time for them to learn something. And while they were in exile, He instructed them. Get comfortable, you're gonna be here a while. I know you don't like it, but don't quit. You brought this on yourselves, so stop whining. Get better, grow, learn and prepare. It's all part of the plan.