Coey was on track to receive an officer's commission into the Marines as soon as he graduated from college, but he became severely disillusioned by the course of the Vietnam War. Puzzled by America's failure to win the war, he developed a theory that the United States government had been infiltrated by a "revolutionary conspiracy of internationalists, collectivists and communists", which he claimed was deliberately bringing about defeat in Vietnam to demoralise Americans as a precursor to bringing the United States under a totalitarian world government. His attention was caught by the situation in Rhodesia (today Zimbabwe), where a war pitted the unrecognised government, made up predominantly of the country's minority whites, against communist-backed black nationalist guerrilla groups. Coey interpreted this as Rhodesia "holding the line" on the behalf of Christendom against communism, and surmised that he would better serve the United States and the Western world if he fought in the Rhodesian Army rather than the US Marine Corps. He successfully requested a discharge from the Marines just before he would have received his commission, and flew to southern Africa the day after he graduated from Ohio State in late March 1972 to join the Rhodesian Army.