I find it hard to believe anyone in power in their native countries really cares-- Stalin had Trotsky killed in Mexico, and plenty of former Soviet Bloc defectors were killed in exile (the infamous “umbrella man” killing of Georgi Markov, and then Putin’s killing of Litvinenko only a few years ago). Maybe their exile is an understanding between thieves.
Of course I imagine several million dollars can buy you a lot of protection too.
