It's not an option for everyone, and just being American will result in difficulties in getting bank accounts and access financial rails overseas thanks to FACTA. Countries that do not have a history of compliance/cooperation are generally countries you don't want to go to and also, likely can't actually stay in. For the past 100 years or so there's no terra nullis one can simply escape to and be allowed to live with any degree of comfort and acceptance. Realistically though, even the places that offered the illusion of safety are not really safe now. Not to mention that the fact that any part of the pipes is even visible is in a meta sense part of the safeguards actually working. If you go to Hong Kong, Singapore, Dubai, etc., they've simply had time to learn how to run authoritarianism as normal. The reaction to such a scheme indicates that in the US this is still aberrant. Elsewhere this is quotidian and assumed to exist even when it doesn't really because of the inability for any individual person not in a privileged position to even begin to understand what state capacity actually exists, or doesn't exist.

There is at least still the ability to recognize tyranny when it arrives that exists in the culture here. People have the option of playing jurisdictional arbitrage with their data. ICE isn't part of the actual judiciary and even the DOJ loses cases - routinely, now, under this admin, a mindblowing change from the gears that exercised discretion to keep its reputation under all circumstances.

The case that revealed all this abuse of authority is a relatively minor and poorly chosen set of facts that the government has a real possibility of taking to trial and lose on. What ICE is doing is authoritarian drag compared to pretty much everywhere else that has the capacity to have such agencies in the first place. ICE is genuinely incompetent because all this is new to them, because it's both unlawful and culturally unacceptable, and running a surveillance state is not reflexively easy to most people. They don't know how to prioritize, how to cover things up whether the authority exists or not, and how to even properly police themselves. They don't know how to passively let information reach them and instead everything is loud and noisy and leaves paper trails and frequently ineffectual. What's important is maintaining that reflex about how all this is fundamentally unacceptable in every sense.