I think they would probably want to go back to a country where
everybody is same race, practice the same religion and not be
ashamed to do it.
There was a covert operation years back when the israeli military
airlifted thousands upon thousands of "lost tribe" jews out of
africa who were on the brink of starvation in a civil war, many
took up the offer until the world press got wind of it and blew the
cover on the operation.
The fact is even if this tribe didn't know they were originally
jews and a "lost tribe", their religion and customs so vastly
different already set them apart from the locals & that would
already make them an outsider, a target to vent anger upon,
despised and treated differently if not harshly.
The same is true with chinese or malay, indian or any other
race.
If I was an chinese living in a country other than singapore where
majority is a race different from mine, naturally I won't get much
rights or maybe also frequently get bullied by locals or extorted
by authorities or treated as second class even though I was born in
that country or maybe the country won't even tolerate my chinese
name and make me change it, or brutally supress the way I practice
my customs or religion... these are the kind of things that very
often minority races have no choice but to endure and jews are well
known for being persecuted and chased from place to place like this
all over the world.
Do you think this lost tribe in myanmmar will not "jump for joy"
and leave myanmmar especially having seen and tasted treatment at
the hand of their government? 
Israel may be chaos but at least you have a chance to get a job,
get respectability, earn a living and send your children to school.
I read somewhere that all new comers when they immigrate to israel
get all sorts of help. Free hebrew lessons, help on accomodation,
money enough to tide them over for 2 months and sometimes even get
jobs for them. So even if you died in an attack you'd know it was
probably from an enemy who did it and not your own countryman who
did you in.
In myanmmar due to the embargo there are very little jobs for
commoners without any "guanxi", everything is heavily taxed and
frequently & I heard "child soldiers" from as young as 13yrs
old are grabbed off the streets to fill the ranks in the ever
growing army.