Depends. The first - and only, so far as I know - time it's been done is when Asgard first introduced the idea of those groups. Anyone who refused to choose one ended up there after a day or so. I think they would do it again if they needed to, though probably only if it were related to the fight for Yggdrasil, rather than for any personal reasons. When that's not involved they seem to keep well enough to themselves. So long as you're truly willing to help in some capacity, you'll probably be alright.

[And Roland's only helping that optimism along, right? Of course he is. That was fairly optimistic, for him.]