Since the church will open all your mail if you live in one of their compounds and keep records of things like bank accounts and credit card numbers, your ability to leave is not nearly so great as their ability to hunt you down once you go. Then they have access to all the "counseling" sessions you were a part of, including all the transgressions and confessions you've admitted to, so there's some good blackmail fodder in case you want to struggle once they do find you again. Plus you'll lose contact with family and friends, and, of course, you're going to be damned for eternity. Shit.
"I can't be an immortal, superpowered alien now? Dang it!"
Alternately, you can leave through "official" channels called "routing out," which basically means you get tortured in the most mild of ways, possibly for months, while you are forced to explain over and over again why you want to leave, what transgressions you have committed, and how you are a bad seed and the church is great and totally not at fault for you sucking so much. You do some excessive manual labor at an isolated location for several months, then you sign some papers agreeing to never say anything and you're good to go, you suppressive person, you.
I'm not a theologian, so who am I to say that a subpar sci-fi author from the 1950s who had an extensive and well-documented history of shady dealings didn't really think up a legitimate religion despite its also extensive and well-documented history of shady dealings? All I will say is that, like any religion, it's certainly easy enough to walk away from, assuming you can walk very fast and cover your trail like a Native American hunter during frontier times. If you're a Scientologist thinking about leaving, go ahead and try it today! If you make it, comment on my article before they come for you so we all can see how well you're doing, and if I may be so bold, maybe you'd like to look into Raelianism.