There is an old saying, "Fly with the crows, get shot with the crows". I recently attacked a well defended convoy from Gibraltar in early 1941 and although I fired at a couple of large British merchants the only thing that got sunk was some neutral small merchant. If you're in the middle of a British convoy sailing from a British colony to Britain under a British escort, I'd say you just gave up the whole 'neutral' defence.
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