DPRK citizens leave all the time to China or Vietnam or Laos and so forth. They are not allowed to go to any US’ allied countries due to the extremely harsh and unjustified sanctions imposed by the US empire.

https://documents.un.org/doc/undoc/gen/n06/572/07/pdf/n0657207.pdf

All Member States shall take the necessary steps to prevent the entry into or transit through their territories of the persons designated by the Committee or by the Security Council as being responsible for, including through supporting or promoting, DPRK policies in relation to the DPRK’s nuclear-related, ballistic missile-related and other weapons of mass destruction-related programmes, together with their family members, provided that nothing in this paragraph shall oblige a state to refuse its own nationals entry into its territory;