Because it was very difficult to get out of Russia, during the 1930's Stalin introduced an internal passport system to stop people moving around the country (either to place with food or work) with harsh penalties if you were caught. Even if you got to the border you'd then have to navigate a highly militarised and fortified area full of soldiers are policemen. Again if you got caught you'd probably be shot.

But that's even if people thought things were better outside the country. Remember the Soviet government controlled all media sources and bombarded people with propaganda both that Stalin with a wonderful person taking the country towards communism though hard work and grit, but also that the rest of the world was full of gangsters and capitalists that would exploit and oppress you. A double tap of it will get better and its probably worse everywhere else. And remember people still believed in the aims of communism.

Also really people was only starving in the countryside due to de-kulakisation and collectivisation. Most of the food was shipped to the cities/factories to keep the workers somewhat happy.

And while WW2 was bad there was something to unite the people. Under Khrushchev Russia did seem an increase in standards of living due to the post war boom and increasing technical advance. However after the Cuban missile crisis, these gains were curtailed went Brezhnev started an arms build up and stagflation happened. By this point of course people realised the system wasn't working, the communism would never be achieved and that the west wasn't the monster they'd been told.