One fundamental problem in starting an entirely new state from scratch is that the state exists to centralize violence in the territory under its jurisdiction. If you want to start a new state from scratch, the protections against violence which exist in stable states cease to exist, and you are subject not just to violence from other people in your new state, but also to violence from existing states whose claims you might infringe upon, as the people in the OP learned.
(Of course I am speaking very abstractly -- there is always to some extent extrajudicial violence within the jurisdiction of a state, from domestic abuse to gang warfare to insurrection and civil war.)
Keep, ancient lands, your storied pomp! Give me your tired, your poor, your huddled masses yearning to breathe free, the wretched refuse of your teeming shore. Send these, the homeless, tempest-tost to me. I lift my lamp beside the golden door!