You can always ask the Jews of 1517 in Hebron like my family, or worse the Jews of Safed- who went through a 30 day pogrom. Or Tiberious. Or Hebron again in 1834. Or why Jews who legally bought land in Palestine 50 years before Zionism were endlessly attacked until 100 farmers in 1905 decided to arm themselves to defend their farms-which later became Haganah.
This of course was against the rule of the Ottoman Turks. Whether under Turkish rule in Palestine or under Arab rule in places from Morocco to Yemen, Jews were forbidden to own a horse, have a house taller than a Muslim, could either not give evidence in court or have it count half that of a Muslim, could not defend themselves, had to be barefoot in Muslim parts of the city and so on. The Palestinian Grand Mufti was meeting with Hitler and Himmler begging the Germans to come to Palestine to finish off the Jews and all through the 1920s Palestinian Arabs rioted and led pogroms against Jews moving to Palestine. Local Arabs did everything in their power to stop Jews moving there and have them die in Europe instead.