Since times of slavery, my family and myself have been living in an un-Islamic country. We are free to practice our faith and there are no restrictions toward Muslims, however the Shari'a is not the law of this country. Do we still have to make Hijrah from this country?

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

The ruling for the necessity of migration depends on the status of the people and the circumstances of the country. Regarding this matter Ibn Qudaamah wrote in his book Al-Mughni:

There are three types of migrations:

1) The migration which is obligatory on the Muslim who is able enough to migrate, and at the same time he stays among the unbelievers and he's incapable to manifest his religious duties. For this person migration is obligatory. Allah Says (what means): {Indeed, those whom the angels take [in death] while wronging themselves - [the angels] will say, “In what [condition] were you?” They will say, “We were oppressed in the land.” The angels will say, “Was not the earth of Allah spacious [enough] for you to emigrate therein?” For those, their refuge is Hell - and evil it is as a destination.} [Quran 4:97]

This is a severe threat which indicates its strict imperative. Because the performance of the religious duties is absolutely obligatory, we see that migration is an urgent requirement and its supplement, so what cannot complete the absolute obligation except with it, that thing itself becomes obligatory.

2) The migration which is not obligatory. It is not obligatory on the person who is unable to migrate because of illness, or the person who is forced to dwell in that place, or the feeble among the woman, children and old men. So migration is not obligatory on them.

Allah Says (what means): {Except for the oppressed among men, women and children who cannot devise a plan nor are they directed to a way - For those it is expected that Allah will pardon them, and Allah is ever Pardoning and Forgiving.} [Quran 4:98-99]

It is not attributed as recommendable because there is no possibility for it.

3) The migration which is recommendable and it is not obligatory on the person who is able to migrate and at the same time he is able to perform his religious duties, while staying amongst unbelievers. For him the migration is recommendable, so that he can establish the ‘Jihaad’, and stay with Muslim majority helping them. On the other hand, he gets free of the unbelievers and their companionship and abominable acts.

He can practice his religion without migration, so it's not an obligation on him. It is reported that the Prophet's uncle ‘Abbas was staying in Makkah practicing his religion (Islam). It is reported that when Nu'aym An-Nahham wanted to migrate, his people Banu ‘Adiyy came to him saying: “Stay with us and continue practicing your religion (Islam); we will protect you”; he was helping Banu Adiyyy's orphans and widows. He postponed the migration for some period, then he migrated. Allah's Messenger said to him: “Your people were better than mine, my people threw me out (from Makkah) trying to kill me; your people protected you and defended you.” He said: 'O Messenger of Allah! Your people threw you out into obedience to Allah and fighting against His enemy; my people discouraged me from migration and obedience to Allah."

So the Muslim who is secure in his property and family, and doesn't fear for his safety, and it is difficult for all of them to fall into abominable acts, while they practice their religious duties in the Non-Muslim country, then it is not obligatory for them to migrate. But it is recommendable to migrate to Muslim countries to stay amongst Muslims, because of the innumerable benefits, such as performing the prayer in congregation, hearing the ‘Aathaan (the call to the prayer), seeing righteous Muslims, their few bad acts and their many good and kind acts for which they are rewarded with goodness and uprightness.
Regarding the Prophet's saying: “I am free from every Muslim who stays among the polytheists.”; it means those whose religion is not secure.

Concerning moving from a non-Muslim country to another, we should know that a non-Muslim country that is not at war with the Muslims is considered better than other non-Muslim countries. So, there is no objection for moving, especially if there is a legal benefit for the Muslim such as seeking knowledge or calling to Islam, or mutual assistance in performance of righteous deeds and devotion to Allah.

For more benefit on Muslims living in non-Muslim countries, please refer to Fataawa 81142, 81464, 81642, 86405, 377986, 369667, 89879, and 88291.

Allah knows best.