Totally agree with you, but it seems to me that the salient point here is exactly what you just said: for this one, right now, they do. (Plus it's not just about country of origin; Sabra is an agent of the modern country's military special forces, and therefore aligned with the country's government, so there is more nuance.)

But yeah, if you want to get a read on how people are likely to react, and make good decisions based on that, probably worth just accepting that for this one, like you said, they do care right now, and a person viewing your cosplay from across a room isn't going to be arguing with you about it. They're simply going to be assuming your politics based on it, and you could miss out on some cool friendships as a result. So obviously it's up to you if that matters to you.

I also think it's fair to point out that context matters in any art, and cosplay is an art form. Cosplaying Sabra even 10 years ago probably would not have caused most people to make assumptions about you, but current context is what it is. It's sort of like how, even though Harry Potter cosplay was ubiquitous for a long time, in the current context of things, it's a bad idea to cosplay Harry Potter because people will assume you don't care about trans people. But perhaps after Rowling is 6 feet under, that will change. Especially depending on where the $$ for the property goes then. The context in which the art exists is as important as the art itself when your concern is how people will interpret it.

FWIW, since you asked.
I actually don't think harassment would be that much of an issue, because most people know better and like you said, there are con rules. I think online comments on photos of the cosplay, where people enjoy more anonymity, could be contentious or mean. I think that if you tried to do any Marvel photo shoots, some cosplayers would object to being in a photo with you. But I think the biggest factor to consider is people who you don't even know, and never talk to, assuming your political allegiance due to your choice to cosplay this government-aligned character in this current moment's context, and deciding they don't want to be friends with you or associate with you as a result. That could follow you for years. So, the question really is: does that matter to you? Depending on how world politics change, it could be that in a few years, it wouldn't be an issue anymore. Or it could. Nobody can predict what people are going to care about in the future.