In the
 United States Court of Appeals
              For the Seventh Circuit
                        ____________

Nos. 03-1607 & 03-4010
SELMAN ALIMI, et al.,
                                                      Petitioners,
                               v.

JOHN ASHCROFT, Attorney General
of the United States,
                                                      Respondent.

                        ____________
              Petitions for Review of Orders of the
                 Board of Immigration Appeals
                        ____________
  ARGUED NOVEMBER 5, 2004—DECIDED DECEMBER 10, 2004
                        ____________




 Before EASTERBROOK, MANION, and SYKES, Circuit
Judges.
  EASTERBROOK, Circuit Judge. Selman Alimi entered the
United States in 1986 without inspection—in other words,
by stealth. He was at the time a citizen of Yugoslavia. When
that nation disintegrated, he became a citizen of what the
United States calls the Former Yugoslav Republic of
Macedonia. Selman evaded detection in this nation for more
than four years but in 1990 applied for asylum. He contends
that as an ethnic Albanian, and a participant in an organ-
ization supporting civil rights for those similarly situated,
2                                   Nos. 03-1607 & 03-4010

he was the victim of persecution. In 1995 Selman’s wife
Zimrije, and his children Naser and Naim, joined him in the
United States, all three entering without inspection.
(February 28, 1995, is the date they supplied when immi-
gration officials caught them; at his removal hearing, Selman
gave different dates for their entry. Timing could matter,
for reasons discussed later, but the Alimis do not now ask
us to use any date other than February 28, 1995.) Zimrije,
Naser, and Naim sought asylum as Selman’s immediate
family; they do not contend that they would be entitled to
asylum independently.
   By 1999, when an immigration judge finally held a hear-
ing to decide whether the family should be removed from
the United States, Selman had been in this country for 14
years—and, because he had arrived before December 20,
1990, §203 of the Nicaraguan Adjustment and Central
American Relief Act (NACARA), Pub. L. 105-100, 111 Stat.
2193, 2196 (1997), as amended, 111 Stat. 2644 (1997), made
him eligible for cancellation of removal under 8 U.S.C.
§1229b. Despite its name, NACARA confers many of its ben-
efits on aliens from the former communist-bloc nations of
eastern Europe. The immigration judge granted Selman
relief under NACARA. His asylum claim remained vital for
other members of the family, however, as they had not accu-
mulated the seven years’ continuous presence essential to
this relief. (Normally the period is 10 years for aliens other
than permanent residents, and the clock stops when
removal proceedings begin, see 8 U.S.C. §1229a(d)(1),
§1229b(b)(1), but §203(b) of NACARA, 111 Stat. 2198, modi-
fies these rules for eligible aliens.) The immigration judge
concluded that Selman had suffered harassment rather than
persecution, and that at all events renewed persecution in
the family’s native land is unlikely, for much has changed
since 1986. By 1999 the Former Yugoslav Republic of
Macedonia had become a parliamentary democracy that af-
forded legal protections to minority groups, including ethnic
Albanians.
Nos. 03-1607 & 03-4010                                       3

   Four years later the Board of Immigration Appeals af-
firmed in a one-sentence order. By then Zimrije, Naser, and
Naim had eight years’ presence, and they asked the Board
to reopen its decision so that they could pursue claims for
cancellation of removal under §1229b and NACARA. The
Board denied this request for two reasons: First, reopening
depends on new facts (by which the Board means events
that occur after its decision, rather than after the immigra-
tion judge’s, see Ahmed v. Ashcroft, 

(7th Cir.
2004)), and passing the seven-year mark was not “new.” It
occurred about a year before the Board’s decision, and the
Board pointed out that the Alimis could and should have
alerted it as soon as they became eligible. Second, the Board
noted that an alien who seeks an opportunity to depart
voluntarily, and fails to do so, becomes ineligible for can-
cellation of removal. 8 U.S.C. §1229c(d), 8 C.F.R. §1240.26(a).
Immigration officials had allowed the Alimis to depart
voluntarily any time before July 7, 2003. They neither de-
parted nor sought the deadline’s extension. By allowing the
time to lapse, the Board held, the Alimis forfeited their
opportunity to obtain NACARA relief. They could have
avoided the difficulty by applying before the Board rendered
its initial decision, but this just takes us back to the first
obstacle: delay in making the request.
  Selman contends that the immigration judge’s decision
with respect to asylum is not supported by substantial evi-
dence, and if this is so then his family would be entitled to
a derivative grant of asylum. According to Selman, whose
testimony and proffers the judge accepted, Yugoslav police
regularly picked him up for questioning about his pro-
Albanian activities. The sessions sometimes included
threats such as: “We’ll take your family away and put them
in prison all weekend, also massacre them.” These options
are so incongruous that the statement is difficult to accept
at face value, and the police did not carry through. Family
members were not even called in for questioning. After
4                                   Nos. 03-1607 & 03-4010

Selman left, the police sometimes asked his wife what had
become of him; these exchanges appear to have occurred at
his home. Although the police did not go beyond frequent
questioning, private thugs occasionally set upon Selman
and his political colleagues; he did not complain to the pol-
ice, which he distrusted. Some of his friends were impris-
oned; the record does not reveal whether their politics alone
were the cause, or whether they went beyond speech to
unlawful action.
  The immigration judge concluded that what happened to
Selman, though unpleasant and frightening, amounted to
harassment rather than persecution, see Skalak v. INS, 

(7th Cir. 1991); Milosevic v. INS, 

(7th
Cir. 1994)—and the judge also thought that similar events
were unlikely to recur after Macedonia’s transition to
democracy. Selman concedes that such questioning sessions,
which the police called “informative talks,” have been
unlawful in the Former Yugoslav Republic of Macedonia
since 1997. He submits that the police do not always follow
the new law, but the fact remains that the risks that
persons in his position face are lower today than in the
1980s. Substantial evidence supports the agency’s decision
that Selman would not now face an objectively significant
risk of persecution in his native land. See INS v. Cardoza-
Fonseca, 

(1987).
  We mentioned that the immigration judge accepted
Selman’s evidentiary proffers. They were needed because
the judge cut short some of Selman’s proposed testimony,
which the judge viewed as repetitious and of marginal rele-
vance. The record also lacks testimony from Zimrije, who
had an automobile accident about a week before the hearing
and did not feel up to the long drive from the family
residence in northern Wisconsin to the hearing in Chicago.
The Alimis’ lawyer did not seek a continuance until the day
set for hearing, and the immigration judge concluded that
an offer of proof would be preferable to delay given the
Nos. 03-1607 & 03-4010                                     5

limited information Zimrije had to offer. The Alimis now say
that these decisions violate the due process clause of the
fifth amendment. The constitutional argument is gra-
tuitous: statutes and rules require fair hearings, and it is
inappropriate to bypass these non-constitutional grounds of
decision (as the Alimis’ brief does). Hearing officers are
entitled to regulate the proceedings to curtail wasteful tes-
timony. Cf. Fed. R. Evid. 403. Because the immigration
judge invited offers of proof and credited the proffers, the
Alimis did not suffer any prejudice. See Zaidi v. Ashcroft,

, 682 (7th Cir. 2004). Even now the Alimis have
not provided affidavits describing helpful evidence that they
were prevented from introducing and that the judge did not
accept via a proffer. The record was developed adequately
and, as we have said, affords substantial evidence for the
administrative decision.
  This conclusion brings us to the claim under NACARA.
We need address only one of the Board’s reasons for de-
nying the motion to reopen: that Zimrije, Naser, and Naim
did not seek cancellation of removal until after their win-
dow for voluntary departure had closed. There is a statutory
bar against granting cancellation of removal to an alien
after an opportunity for voluntary departure has been
granted and allowed to lapse. 8 U.S.C. §1229c(d). (The bar
expires after ten years, too late to do the Alimis any good.)
The Alimis could have avoided this obstacle in either of two
ways: by invoking NACARA as soon as they had accumu-
lated seven years’ presence, which they did before the Board
made its initial decision; or by electing not to seek the
privilege of voluntary departure after the Board’s decision.
In order to be allowed voluntary departure after removal
has been ordered, an alien must establish by clear and
convincing evidence that he plans to use the privilege and
to leave. See 8 U.S.C. §1229c(b)(1)(D). The Alimis made that
representation to the immigration judge, who believed
them, yet did not leave; they made it again to the district
6                                   Nos. 03-1607 & 03-4010

director following the Board’s decision, were believed again,
and again let the time pass without departing. Congress
has specified that aliens who go back on their word not only
must pay a financial penalty, see §1229c(d), but also lose
access to some potential benefits. The opportunity to seek
cancellation of removal is one of the forfeitures.
  What the Alimis now contend is that, despite appear-
ances, their time to depart voluntarily has not expired. On
March 7, 2003, this court granted the Alimis’ motion for a
stay of removal until the BIA’s decision on the merits had
been reviewed. Lopez-Chavez v. Ashcroft, 

(7th
Cir. 2004), holds that courts have a similar power to stay
the expiration of the time for voluntary departure—though
per §1229c(f) courts have no authority to grant voluntary
departure on their own, or to review an administrative
order denying an application for that privilege. See, e.g.,
Reynoso-Lopez v. Ashcroft, 

, 280 (3d Cir. 2004);
Zazueta-Carrillo v. Ashcroft, 

, 1173 (9th Cir.
2003); Zulbeari v. INS, 

, 1001 (7th Cir. 1992).
Although the Alimis never asked us to extend the expira-
tion date for their voluntary departure—we refer to this as
a judicial “extension” rather than a “stay” because an
opportunity differs from a command, so there is technically
no order that can be stayed—they contend that the stay of
removal gave them an extension automatically. One court
has agreed with this position. See Desta v. Ashcroft, 

(9th Cir. 2004). Another has rejected it. See
Sviridov v. Ashcroft, 

(10th Cir. 2004) (observ-
ing that a court ought not treat as done something that was
not even requested). Still a third has split the difference,
holding that a stay of removal does not automatically
extend the time for voluntary departure but adding that the
court may elect to treat the one as accomplishing the other.
See Rife v. Ashcroft, 

, 616 (8th Cir. 2004). Yet
another has held that appellate courts never can add to the
time available for voluntary departure. See Ngarurih v.
Ashcroft, 

(4th Cir. 2004).
Nos. 03-1607 & 03-4010                                       7

  Desta does not persuade us, for both substantive and pro-
cedural reasons. We start with the former. Voluntary
departure confers substantial benefits compared with invol-
untary removal, and this difference provides an incentive to
depart without dragging out the process and without
requiring the agency and courts to devote resources to the
matter. The Alimis’ situation illustrates the incentive. An
alien removed from the United States cannot obtain a visa
to return for at least five years. 8 C.F.R. §212.2(a). An alien
who departs voluntarily may obtain a visa immediately, if
eligible for one. Selman became a lawful permanent resident
of the United States following the immigration judge’s deci-
sion. He has filed applications for visas on behalf of Zimrije,
Naser, and Naim. If they had used the opportunity for
voluntary departure following the immigration judge’s
decision in 1999, they probably would have received visas
and today would be lawful permanent residents themselves.
Even after the BIA’s decision they could have used this
opportunity to depart and rely on Selman’s application for
immediate-family visas. Instead they decided to remain in
the hope that they would prevail on Selman’s asylum claim
and never have to leave at all. What they now crave is the
opportunity to litigate to the last without bearing the
attendant costs. They want the chance of winning outright,
plus benefits that the law offers to those who avoid litiga-
tion through voluntary departure.
  This is as if the accused in a criminal prosecution de-
manded not only the chance of acquittal at trial but also the
benefits that go with a guilty plea and the acceptance of
responsibility. If one could have both, the incentive to
accept responsibility would disappear. So too with immigra-
tion disputes. The United States offers benefits for volun-
tary departure; an alien cannot resist to the bitter end and
still claim those benefits. Just as it is possible in an ex-
ceptional situation for an accused to deny guilt, perhaps on
a pure point of law, and still receive the benefit that comes
8                                   Nos. 03-1607 & 03-4010

from accepting responsibility for his deeds, see U.S.S.G.
§3E1.1 Application Note 2, so we recognized in Lopez-
Chavez that there may be exceptional situations in which
contesting the Board’s removal decision may be compatible
with voluntary departure. But if as Desta holds every stay
of removal also extends the time for voluntary departure,
then the reward will be extended to all litigating aliens, and
the incentive to depart voluntarily will be abolished. That
would be incompatible with the structure of §1229c. See

.
  These substantive differences between a stay of removal
and an extension of the time for voluntary departure have
a procedural consequence: the entitlement to extra time for
voluntary departure must be demonstrated rather than as-
sumed, which implies a separate application (or at least a
separate argument in one application seeking two forms of
relief). An alien who believes that he is entitled to more
time for voluntary departure must ask for it explicitly, giv-
ing reasons pertinent to this subject. The agency then is
entitled to respond. Arguments pro and con about a stay
of removal will touch on different equitable and legal con-
siderations; a motion limited to a stay of removal will not
discuss (nor will the agency address in response) the ques-
tion whether it is appropriate for the court to obliterate any
incentive to abandon the litigation and depart. Nor, unless
the application and response address it, will the court
consider the significance of §1229c(b)(2), which sets a limit
of 60 days on the length of the voluntary-departure period,
once a formal order of removal has been entered. A regula-
tion extends the maximum to 120 days. See 8 C.F.R.
§1240.26(f). There is no similar limit on the length of a stay
of removal pending a petition for judicial review. It is not
clear on what grounds a court could override both statutory
and regulatory limits; it is certain that a court ought not
extend the time as a byproduct of some other decision, and
without confronting the question directly.
Nos. 03-1607 & 03-4010                                      9

  Then there is the matter of exhaustion: the Alimis did not
seek extra time from the agency any more than they did
from the court. An agency is entitled to make an initial
decision for itself, and an application for a judicial stay
usually must demonstrate that an administrative request
has been made and denied. See Fed. R. App. P. 18(a)(1).
Like other courts of appeals, we have held that an alien
need not ask the Board for a stay of removal. See Sofinet v.
INS, 

(7th Cir. 1999). This is so because an
alien may be detained and removed immediately after the
decision, and the BIA does not entertain applications for
stay. But a window of voluntary departure does not present
a similar risk of imminent loss, and the district director
does have authority to adjust the time for voluntary de-
parture, so the agency’s view should be solicited. Once the
court has the agency’s response it may apply the criteria for
stays mentioned in Rule 18 and recapped in Sofinet. Here
yet another substantive difference has a procedural conse-
quence. Removal is an irreparable injury; once an alien has
left the United States, all possibility of judicial review is
gone. See 8 U.S.C. §1105a(c); Patel v. Ashcroft, 

(7th Cir. 2004). Closing the window for voluntary departure
does not cause nearly as great an injury. The petition for
review remains pending, and an alien entitled under the
law to remain in this nation will have that right vindicated.
So the equitable considerations that support a stay of
removal for a given alien may not support an extension of
that alien’s time for voluntary departure; this difference
requires attention by both the parties and the court,
attention that is possible only if a stay of removal and extra
time for voluntary departure are treated as distinct subjects
that must be separately addressed.
  Nothing in this court’s body of decisions would have led
the Alimis to believe that a stay of removal automatically
extends the time for voluntary departure. Indeed, until
Lopez-Chavez, which was issued 14 months after the ex-
10                                    Nos. 03-1607 & 03-4010

piration of the Alimis’ time to depart voluntarily, this court
had not held that such an extension was even legally pos-
sible. Likewise Desta post-dates the closing of their window.
They have no claim of detrimental reliance, even on Desta
(which was issued seven months after their time for volun-
tary departure expired) and cannot be surprised by today’s
decision disapproving the conclusion of Desta and holding
that an extension of the time to depart must be sought first
from the agency and then explicitly from the court, if the
agency says no. Zimrije, Naser, and Naim Alimi did not seek
cancellation of removal until after their opportunity for
voluntary departure had expired. Consequently they are
ineligible for that relief, and their petitions for review of the
Board’s orders are
                                                       DENIED.


A true Copy:
       Teste:

                          ________________________________
                          Clerk of the United States Court of
                            Appeals for the Seventh Circuit




                    USCA-02-C-0072—12-10-04