Brewer's: We Left Our Country for Our Country's Good
We are transported convicts. The line occurs in a prologue written by George Barrington (a notorious pickpocket) for the opening of the first playhouse at Sydney, in Australia, 16th January, 1796.
True patriots we, for be it understood, We left our country for our country's good.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894