Hostile regime will kill you anyway. But there is a long way there. And "soft hostile" may throw you into prison for 30 years, or take your your house and family. Or will not enforce punishment on crooks. All fully legally in "proper democracy".
And "wrong religion" and "leads to concentration camps" really is a stupid argument, given what is happening last year. People today are just fine with concentration camps and genecide! It is just absurd argument used to defend corrupted status quo!
If you have a "wrong religion" change it! People did that all the time.