I'm shocked.. I knew/guessed you have experienced something like this and certainly knew these things are true and happening right now in some parts of the world, but still -it's so sad, depressive and frustrating to hear these kind of stories. I must admit this makes me dislike Russia. I'm not sure if I even want to travel there, although I was aware how lgbt+ people might be treated there and how narrow-minded the atmosphere in there is.
The question you are thinking -whether it was the right thing to move away or not, is a complex. In a way it's the most natural reaction to escape from that kind of place to feel free and live happily as you are, but it's true, that at the same time you might feel like giving up. I think that above all, the most important thing is, that you feel safe and happy and if that's possible only if you move away, then that's what you gotta do. You can fight for your rights and try to make the world better place from someplace else, so that you don't have to feel constantly threatened.