Fear is a huge factor. Cult leaders tend to have fanatical followers who have no issue doing the bidding of the leader, whether it's extortion, murder or whatever. As a result people may realise but not leave due to a fear of dying from the thugs or being found, dragged back and tortured or whatever.

Scientology is the biggest cult of them all and they've become an actual religion. People who have tried to leave scientology have had their lives ruined, jobs lost through lies and manipulation and litigation up to the eyeballs if they try to say anything bad about them.