There are many ways to protest or fight authoritarian regime, starting with emigration and peaceful demonstrations and going all the way to espionage and sabotage. And yes, none of these are "safe" or "free" for protester. But this applies pretty much to all political activity all around the world. You want to change something - you have to pay for it.
If we look at historical examples, you'll see that people were fighting government even in Nazi-controlled countries. And Germany was a lot more oppressive regime that easily killed its opponents unlike Russia. Many died in this fight, but this did not stop Resistance movements. You use methods of protest that are available, not complain that those methods are not easy enough for you.
What are you probably trying to say is that it's unfair to discriminate Russian people that decided that it was too difficult / unsafe to protest. So your question should've been better formulated as "what Russian can safely do to avoid being discriminated in foreign countries for Putin's crimes". And the answer is simple: nothing. Foreign countries have no obligations to help you in any way. An ability to travel to or trade with another country is not a right but a privilege. And this privilege is generally granted to you by actions of YOUR country. You want more privileges - you work to improve your country.
If you were born, say, in Afghanistan, then it will be very difficult for you to travel abroad. Most likely you simply won't have any money for this. Is it fair? Probably not. Should people of foreign countries give you money and open their borders so you can travel with same ease as citizen of US? I don't think so. Instead you work hard to improve Afghanistan and one day in future it's a rich country with plenty of visa-free travel agreements. That amount of privileges (and associated costs) is essentially what "citizenship" is about. The only alternative to improving your own country is to became citizen of another country by making citizens of that country to accept you in their society.