Protesting the war is one of them. Leaving is another.
Being complicit and dying are not the only two options.
I fail to see how protesting the war is a "way to not pay Russian taxes". Unless you specifically mean refusing to pay taxes to protest the war, which would go about as well in Russia as it would in US. Well, except that, once you get arrested, the cops are likely to "entertain" themselves by e.g. putting a gas mask on you and squeezing the hose. Or shoving a bottle into your anus. Or just beating you with rubber batons until you pass out.
Do stores refund your VAT if you have a protest sign or something?
Russia has been an authoritarian country since 2011 at the very least - and arguably longer, just of a softer variety prior to that - when the regime crushed the largest protest in Putin's times (https://en.wikipedia.org/wiki/2011%E2%80%932013_Russian_prot...). By now, it has a special branch of internal armed forces - National Guard / Rosgvardia - which is used primarily against protesters.
So yes, there's a big difference in practice.