All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
Allaah Says (what means): {Those who take disbelievers as allies instead of the believers. Do they seek with them honor [through power]? But indeed, honor belongs to Allaah entirely.}[Quran 4:139]
This verse is about one of the characteristics of the hypocrites, which is that they take the enemies of Allaah as allies in order to seek honor with them – as they claim – while contradicting the commands of Sharee’ah to take the believers as allies and take the disbelievers as enemies. They do so while being heedless of the fact that the honor belongs entirely to Allaah Alone as it is He Who endues with honor whom He wills and He humiliates whom He wills.
This is the meaning of the verse and it has nothing to do with migrating to non-Muslim countries and residing there while seeking asylum or protection from the non-Muslims.
However, it should be noted that residing in non-Muslim countries has many disadvantages for a Muslim in his religion due to the existence of afflictions and temptations; it is for this reason that the scholars issued Fataawa saying that it is not permissible to migrate and stay there except for a necessity or a dire need. For more benefit, please refer to Fatwa 86405.
Allaah Knows best.