Now after many days were past, the Jews plotted to kill him. But their plot became known to Saul. And they watched the gates day and night, to kill him. Then the disciples took him by night and let him down through the wall in a large basket.
Acts 9:23-25

Not everyone is called to be a martyr. In fact, we are not heroes for being persecuted if we can avoid it, as long as we are not denying Christ to do so. When the Christ haters wanted to kill Saul, he wisely left town. And note that the believers in Damascus agreed with this move and assisted in his escape.

Jesus warned us that if/when we and the gospel are being rejected, we are wise to move on (Matthew 10:14).

We know, of course, that Saul did end up being martyred. So in his case, though he was not to be murdered in Damascus, he was called to serve the Lord by means of martyrdom. The call came at another time.

Though favorable views of Christianity are in obvious decline in America, believers are not facing much in the way of physical persecution, much less, martyrdom just yet. That could well change if current anti-Christian trends continue. So while we can be thankful that we are not called to such hostility now, let us be prepared spiritually. It may well come at another time.

A Footnote: An important way to prepare for persecution before it happens is to be aware of, and pray for, our persecuted brothers and sisters who suffer gravely even now.