It's somewhat true, but there are still options, actually. Russian carriers canceled their flights, but some foreign carriers are still flying. It's quite expensive now, of course, and not very convenient, but if you desperately want to leave and you have some money, it's doable.

Trains and buses are still running, even to the EU. Cars, too.

Care and buses are generally not an option. You cannot exit Russia (sic!) on a car/bus/legs unless you have a specific travel purpose and "tourism" or "just because I want to" is not one of them. This was one of COVID-related restrictions and it's still in effect.

Trains are somewhat better, I guess: the Allegro train between Saint Petersburg and Helsinki is open for Russian/Finnish citizens only, but does not require special travel reason.