I agree that if you are being actively prevented from practicing your religion, you should try to migrate. Governments which place restrictions on Muslim religious practice have historically done so to try and stop Muslims from following the religion - examples include the restrictions on Muslims under communist rule in China, Albania and the USSR.
Having said that, most countries which have placed such limits have also prevented migration out of those countries. And even when Muslims are allowed to leave, other Muslim countries don’t let them stay.