In Chapters 1 and 2 of Night, Wiesel describes several times when his family and he could have left Sighet before they were deported to the camps. The first is, of course, when Moche the Beadle escapes from being deported, he tries to warn his townspeople of the horrific events he witnessed--babies being tossed into the air and used for target practice. Elie's family ignored the warnings. Later, when soldiers move into their town and actually begin living in their homes, most Jews do not see this as a warning to get out. Wiesel includes many other examples of when his family and other Jews should have known to leave, such as the Jewish leaders begin rounded up, the closing of the synagogues, and the introduction of the star patch.
Specifically, the Wiesels could have left for Israel. Elie said that his father had the money and had been advised to do so, but decided against it. Also, shortly before the deportation, a friend raps on their house to try to help them escape, but they neglect to leave.
Wiesel's purpose in including these instances is to present the facts but also to illustrate his people's disbelief that something so incomprehensible could be done to them.