1) Move to another country. That means you have to have the money to move, your current society has to let you out, and you have to convince some other society to take you in. There are many terrible societies, not a lot of good ones, and getting into the good ones is difficult or impossible.
2) Withdraw. Stay where you are, but minimize contact. This is the most feasible option. It lets you maintain at least some advantages of having a society, while doing some damage control on how much it can hurt you.
3) Cheat on it. Stay where you are, but give your allegiance to some other set of values. Look at how America treats communism or democratic socialism, and you'll see that this can quite easily get you killed. It does hold out promise of getting a better society to hook up with, though.
4) Commit suicide. People don't like to admit it, but this is a leading reason. It's what happens when folks feel that society wants them to die, or has made it impossible for them to live, or they just don't want to be with you anymore. It's fuck you asshole, taillights down the driveway. This solution is available to everyone but unpalatable to most until the abuse literally becomes a fate worse than death.