What Hoenn does is up to you, but if they separate from the UN, they're generally saying it's okay for Chimeras to exist, which the rest of the UN strongly disagrees with. You have to remember, that would change society as a whole quite a bit, and would make Chimeras, viewed by the UN as unnatural creatures of mad science, as permanent members of society. That would be running a high risk of civil war between humans and Chimeras. You could say, however, that Hoenn is against executing Chimeras, and instead plans on keeping them strictly confined in reservations for the rest of their natural lives and far away from the rest of society, something the UN wouldn't chew them out for if they keep it under control. And needless to say, Alex and Janine would not want to spend all 10,000 years of their life in a Hoenn reservation camp.
Also, Alex does not trust X or his team any more, especially not after what happened in Gateon. Siding with X is betrayal against Team Galactic Plasma. As a result, even if Hoenn is sticking with the reservation plan but no executing Chimeras, Alex would rather live on a teraformed moon and have freedom rather than live in a reservation camp under constant watch.
Therefore, don't be too surprised when he resists capture.