They stayed there until they eventually joined the Allies in 1943.
Turkey was neutral until several months before the end of the war, at which point it joined the Allies.
Many more joined the Allies, which was also contrary to government policy.
It was not until 1944 that Romania joined the Allies.
However, as the war continues, many Axis countries changed to join the Allies instead.
Finland also stopped fighting the Soviets and joined the Allies.
But don't worry about running away to join the Allies, because I'm going to do the same thing.
But with Italy's surrender, then later joining the Allies, times had changed.
China also joined the Allies, as eventually did most of the rest of the world.
Stalin did not join the Allies in their fight against Germany of his own free will.