To each their own. I wouldn't. In part because once you're in North Korea, you're not getting out. That isn't the case for Ukraine, Syria or any of the other war-torn countries.
NK does actually allow people to leave, mostly to china and mostly after they attain a high social class. A decent number of tourists, including US citizens, go on tours of NK.
I didn't know this. Source? I thought Pyongyang controls its elites' movement even more strictly than its commoners'.
I guess I shouldn't have written leave, but to visit other countries. I don't think you can change your citizenship.
[1] https://www.youngpioneertours.com/can-north-koreans-travel/