Either become a criminal by deflecting and crossing the border illegally, only to face constant fear of being caught, deported and prosecuted for deflection, illegal border crossing, and treason... Which is basically, a life sentence.
Or become a criminal in the eyes of the civilized world by participating in an attack on a sovereign country. Which, honestly, will most likely result in death.
So, basically: being a Russian, who can't afford to leave the country via the convoluted and expensive ways that are still available, is a crime. Got it! Nice!