I "belong" to a society? That suggests that a group owns me. Hrm I'm probably nit picking, but the idea of a society owning me isn't something I agree with. Also I'm free to leave.
You live in a country with laws. You pay taxes. You can be put in prison. They both literally and figuratively own your ass.
You're free to leave only if another country accepts you which is not a given.
This is linguistic nonsense on a par with disliking the phrase "my spouse" because it implies ownership. You can easily talk of "my country" or "my university" without claiming ownership, just as one can talk of "a sense of belonging" or of "belonging to a club" without feeling owned. Words have several meanings.