You're right that if you have access to foreign bank accounts or currency that can be an option (can be hard to get if you're in a country with a hostile government). Often BTC is the most accessible option available.
Crypto is the only option where you have the (practical) capability of true custodial ownership (as opposed to trusting a third party to hold it for you). Practical meaning you can actually take it with you in a low risk way (you're probably not escaping your hostile government with gold bars if you're even able to buy them in the first place).