I am not Korean either, but I have a Korean friend that is always frustrated with this. He explains it like this.
The K community is small, ie not too many places to shop for K groceries, K restaurant, K video etc. The population of Ks in TO is relatively small as well and the chances of running into people are high. There have been instances where MPAs have been identified in K places and have been harassed not to return to their place.
They know what they do and the risks that are involved, but they just want to minimize the hassels during their lives outside of work. They get plenty of clients that are non K without these headaches.
They are not afraid, they just don't want the bull. I have heard that K people can get extreme with gossip and finger pointing.
Personally, I love K people, especially K MPAs and I feel bad for my friend but like Man168 said, Who Cares???? I am NOT Korean. More time for the rest of us.