Correct. You should not leave the US while in deportation proceedings. Absolutely agree with that. You have been advised correctly. Still, there is a way to actually get permission to leave from ICE. It is not easy at all, and close to impossible to get approved. Find and pay for an EXPERIENCED immigration attorney to help you with it, if you're desperate and really need to travel.
You will be considered to have self-deported, if you travel during pendency of the removal proceedings.
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