Jesus' followers remain in the world though they are not of the world.

John 17:14–16

¹⁴I have given them thy word; and the world hath hated them, because they are not of the world, even as I am not of the world.

¹⁵I pray not that thou shouldest take them out of the world, but that thou shouldest keep them from the evil.

¹⁶They are not of the world, even as I am not of the world.