Apparently what happens when a mother hen gathers her brood under her wings is, almost inevitably, one chick tries to get away. The mother then gets up to give chase and rather than staying behind in the relative safety of the nest, the rest of the babies get up and give chase too.
What God is really saying here is, "You were supposed to be a light to the nations, a blessing for the whole world, but I've spent the last 3000 or so years chasing you down and the whole world has suffered because of it."
This runs smack up against our western individual mindset. We want to have the freedom to run away, but when we do, and when God then chases after us, we affect the whole kingdom as those left behind are left without protection and are forced to chase after God as he chases after us.
So then, how do we find a home under God's protective wing? We trust in his plan and his protection. We quit running after more and become thankful for what God has given us. It is supremely counter cultural, but it is the way of peace and life abundant.