Rabbi Reichman discussed the midrash that relates how Hashem gave Avraham the choice of either exile or gehonim for when in future generations the Jews will sin. I think that this midrash can be understood more clearly when we look at Avraham's own life. Avraham is a sense, went through both galush and the threat of gehenom in his life. In terms of exile, Avraham was commanded 'lech lecha' - to become a wanderer, to forsake his family and homeland. Of course, he was traveling towards Eretz Yisroel, and not away from it. But still, Avraham was able to see the positive aspects of exile as well as the hardship. One of the benefits is the opportunity to spread Hashem's name and Torah in the world, into farther corners of the earth which wouldn't have been reached if he were to stay in his homeland. It was through his wandering and travels that Hashem promised to make him great, and therefore Avraham was able to appreciate that galus is not all bad, and that it can serve as a strong force towards teshuvah.
On the other hand, Avraham also experienced moments in his life which can be compared to the threat of gehenom. That is: when Nimrod threatened to throw him into the fiery furnace for going against the religion of his fathers. This may be compared to the threat of gehenom - which is compared to a burning fire which will burn the sinners (who are those who stray from the religion of their ancestors). Yet Avraham knows that Jews have an incredibly strong stubborn streak, which can be used for positive - as Avraham did, or chas veshalom for negative, when a Jew does not care about what punishments are threatened, and cling to whatever mistaken viewpoints he has.
Avraham understood from his own life that through galus can come kidush Hashem, and despite threats of punishment a Jew can be stubborn. He therefore chose galus - which is a place where the Jew's stubbornness is forced into the positive aspect. The more Jews are oppressed, the more stubbornly they fight back and the more they cling to the heritage of their ancestors. May we soon see the time when we can be returned to Eretz Yisroel and have the Beis HaMikdash so that we will no longer need galus to push us to do good, and we'll on our own follow the correct path.