Loans can be paid from anywhere in the world, so yes, you do. It is more difficult to collect from you if you default, but the debt never goes away. Any U.S. income or assets can be garnished, and if you ever return to the U.S., they'll be waiting for you. But aside from the question of whether you can get away with it, there's the question of ethics. You borrowed the funds from the people of the United States, so you should repay it whether or not you are forced to.