Removing a government is relatively easy. Installing a new one is hard.
A "modernizing/liberalizing leader" doesn't work, as you just pointed out yourself with Russia. If the majority of the people aren't supportive of that, that leader will be replaced before long with a Putin-like leader. Obviously, someone in Russia in the late 80s would have been better off simply leaving the country for greener pastures, because the time they had with a more liberal leader was short and things quickly regressed.
Fighting for a better government is only worthwhile when the majority of people in your country are going to back you. If most of them like the crappy, oppressive government (or want something even worse), you're just wasting your time and effort trying to improve things, and you'd be better off finding someplace better to live.
The problem is not only Iran, most countries with Muslim majorities have this problem. Yes, there are some exceptions though.
Also where should this people leave to? Just because they'd like to leave they are not entitled to be let in.
If you ask me: Stay in Iran or where ever you are right now and work on improving your own country and society.