Adam Clarke on Hebrews 11:14

Declare plainly that they seek a country - A man's country is that in which he has constitutional rights and privileges; no stranger or sojourner has any such rights in the country where he sojourns. These, by declaring that they felt themselves strangers and sojourners, professed their faith in a heavenly country and state, and looked beyond the grave for a place of happiness. No intelligent Jew could suppose that Canaan was all the rest which God had promised to his people.