Rashi comments on "Vayisa Lot m'kedem," that by leaving Avraham and moving to Sdom Lot was moved away from "Kadmono shel Olam" = G-d. That's quite a mouthful of a comment. There are lots of folks who prefer to live in neighborhoods that are less "restrictive," where you can dress as you like and have a little more freedom to do what you want without a holier-than-thou neighbor around to watch. And it doesn't hurt to have a nice job and a comfortable house, even if that means living next door to the Joneses instead of the Cohens. Such is the nature of running away from the "Kadmono shel Olam" -- it's so easy and so justifiable you don't even realize that's what's going on.
I saw this idea in a sefer presented far more sharply. Lot practiced the hachnasas orchim he learned in Avraham's home even in the midst of Sdom -- he was moseir nefesh to keep to tradition! The picture you have to conjour in your mind is someone who moves away from the old country to some far flung place and, despite the hostility of the new environment to his whole belief system, still keeps to his old minhagim with complete dedication and self-sacrifice. Lot undoubtedly saw his hachnasas orchim, his behavior and lifestyle, as a continuation of the path set by Avraham Avinu, albeit in a different environs, one where he found more opportunity and comfort.
Despite Lot's attempt to delude himself, this is the person who the Torah describes as fleeing from the Kadmono shel Olam. Life in Sdom and life lived in accordance with Avraham's philosophy are mutually exclusive paths. Just because a person displays mesirus nefesh does not erase the fact that he may just be a misguided Lot.
(I think Lot's mesirus nefesh for hachnasas orchim is an example of seizing on ritual or certain particular mitzvos as an ends unto themselves, divorced from the larger picture of what Torah is all about. Need I give examples of all kinds of hedonistic gashmiyos being pursued so long it can be done while certain basic ritual observance remains uncompromised?)
There is another way to look at Lot here that is perhaps a bit more charitable. By way of introduction, later in the parsha, when Hagar is thrown out by Sarah, a malach appears to her and asks her where she is coming from and where she is going. The Seforno explains that these are not two questions but one. The malach was challenging Hagar: Look at the house of tzadikim which you have been living in for years -- you are leaving that to go back home to your world of avodah zarah? You gave up the life of a princess, you gave up fame and fortune, to join Avraham and Sarah because you recognized the moral superiority of their lifestyle, and now you want out?
What was Hagar's answer to the malach? R' Yerucham Lebovitz in Chochma u'Musar explains that Hagar did not deny that she indeed had benefited and absorbed much from the tzidkus of Avraham and Sarah. Hagar did not deny that there was no comparison between the moral plane Avraham and Sarah lived on and that of the rest of the world. Hagar's answer was that precisely because she had spent so many years under the wing of Avraham and Sarah learning from their ways, appreciating the beauty of their lifestyle, that she felt she could now leave. When she was searching for Truth, she needed Avraham and Sarah's guidance even at the cost of leaving the riches of her former home. Now, years later, why should she remain in Avraham and Sarah's home under difficult conditions -- she had already absorbed the teachings they had to offer, so why not venture off to start a new life elsewhere? (Don't ask me how to read this into the text -- I'm not sure.)
The malach responded by telling Hagar to return to Sarah even if she feels oppressed. You, Hagar, feel ready to leave only because until now you have been sheltered and protected from the threat of the outside world. Don't risk the temptation -- it may be uncomfortable, but that harsh mussar that Sarah is giving is part of the growth you still need.
R' Sorotzkin in his Binah u'Bracha explains that Lot had left everything behind to travel to Canaan with Avraham. He had spent years under the tutelage of Avraham. absorbing his every teaching, watching how Avraham was mekareiv those around him. Fortified with those years of spiritual growth, Lot therefore thought there was no danger in setting of on his own, even in his moving to an environment like Sdom. Perhaps he even thought he would gain the uppter hand and turn them around to good, just as Avraham had influenced so many others.
It is easy to delude oneself into thinking that one has absorbed enough of the ruach of yeshiva, of a close knit community, of a makom Torah, etc. and one can move on independently to other places and challenges. Sometimes it works out, but sometimes its just a false delusion. Deep cheshbon hanefesh is required.