If I move to another country, even if I keep my own beliefs and values, I must at the very least respect and honour the culture of the country I move to. I am living under its wing, and receiving its benefits. Being foreign should not entitle me to greater benefits.
E.G. in basel (switzerland) people celebrate the "Morgestraich" at this time every building has to switch its lights of. if you don't they block your window with paperboard and ducktape.
so if you move in that city you should adapt to this custom.