People who say such things show that they are looking for a country of their own.
This is referring to the previous verse where Abraham considered himself a stranger and an alien in this world. This is an important understanding of this world, that it is not our permanent home. Many don't believe that. They believe that this is it, that this is "...as good as it gets."
Abraham and the others that live by faith, demonstrate that they have a better understanding of reality when they are seeking something permanent, something real.
Do not put your hopes and dreams into things that will not last. Choose to, by faith, seek a country that will last, that you can call your home.