It depends. If you are part of a citizenry that voted in a regime and supported its conquests then you probably have in mind that your city (in the days of WWII weaponry) might get bombed as a consequence of your nation's activities, whereas if you are a passive dweller in a conquered country, you probably have in mind that that it's not just for you to be rounded up and killed.
Perhaps, if not for the fact that the German people thought they were the defenders. After all, France and Britain declared war on them right?
“Naturally the common people don't want war; neither in Russia, nor in England, nor in America, nor in Germany. That is understood. But after all, it is the leaders of the country who determine policy, and it is always a simple matter to drag the people along, whether it is a democracy, or a fascist dictatorship, or a parliament, or a communist dictatorship. Voice or no voice, the people can always be brought to the bidding of the leaders. That is easy. All you have to do is to tell them they are being attacked, and denounce the pacifists for lack of patriotism and exposing the country to danger. It works the same in any country.”
- Hermann Goering