Know that the Shechinah is not revealed outside the land. For it is written (Jonah 1:3) "And Jonah rose to flee to Tarshish, etc." Now can one flee from the L–rd? Is it not written (Psalms 139:7-10) "Where can I flee from Your presence … If I ascend to heaven, You are there, etc. If I take wing with the dawn, there, too, Your hand will lead me," (Zechariah 4:10) "the eyes of the L–rd range the entire land," (Mishlei 15:3) "The eyes of the L–rd see the bad and the good," (Amos 9:2) "though they dig into Sheol, though they hide in the top of the Carmel, though they go into captivity (Job 34:22) "There is no darkness nor shadow of death, etc." Rather, Jonah's intent was: I will go outside the land, where the Shechinah does not repose and reveal itself.
For the gentiles are close to repentance — so that they not make Israel (who do not repent) liable (by invidious contrast). An analogy: The bondsman of a Cohein flees from his master, saying: I will go to the cemetery, a place where my master cannot come after me. His master: I have (messengers) like you. Thus, Jonah said: I will go outside the land, a place where the Shechinah is not revealed.
For the gentiles are close to repentance, (this, so as not to render Israel liable by invidious contrast.) The Holy One responds: I have many messengers like you, viz. (Jonah 1:4) "Then the L–rd cast a great wind on the sea, etc."