@chynabrack If people were to leave, and setup a new town elsewhere, the oppressive ruling class would simply conquer their new land, and rule over them once more, killing many in the process. If they were to leave and seek protection of other countries, you'd have to:
1. Find a country that doesn't rule through oppressive monarchs, in an era where that is pretty much the norm.
2. Be accepted into the new country, without them thinking that your spies, or it's a secret invasion.
Just look at current immigration policy, to see that we really haven't progressed all that far. Though we do have much better policy on asylim seekers at least. You're also forgetting that first and foremost, people want to live. If they know how to live under an oppressive monarch, but are uncertain of their chances of survival should they try to escape, they'll stay under oppression. Basically like stockholme syndrome.