And if you're North Korean, you cannot just leave North Korea. There are watchtowers and guards everywhere. If you're caught escaping by North Korean soldiers, you end up in a concentration camp for a few months (or years). That's if you're an ordinary citizen and trying to escape because of poverty. For more important defectors, death awaits ...
If you're caught escaping by the Chinese, they send you back if you're a man. But the captured women are referred to as "pigs," and sold to Chinese men: "They’re graded according to their age and appearance. A grade one ‘pig’ fetches around 200,000 won; grade two goes for 150,000 won; and a grade three will bring in 100,000 won," Jang Jin-Sung writes in "Dear Leader: North Korea's senior propagandist exposes shocking truths behind the regime." "The brokers, who act as middlemen, take half the selling price as their fee. Grade one is equivalent to about US $1500. If you get sold for that amount, at least you go to a better house."