Then YHVH said to Jacob, “Return to the land of your fathers and to your kindred, and I will be with you.”
Genesis 31:3

God sent Jacob back to Canaan from Haran. If Jacob had gone the other direction, like Jonah, would God still have gone with him? I think, again like Jonah, God would have gone against him. God had a plan, and nobody was going to get in his way.