If they want to leave Europe, the thing that the pilgrims required to do is: D: Pledge loyalty to the king in return for passage to the New World
But knowing that the king have very little influence in the new world, many of the pilgrims that manage to get out actually form their own government and disregard the initial deal. One of the most famous colony that made by these people was called the Plymouth Colony,
"stop the spread of Communism" since the US was still undertaking a role of communist "containment" around the globe.