How willing would Russia be to admit they deserted instead of surrendering or capture? Each family you punish is like telling their every colleague, relative, neighbor, and friend your army is faltering.
There are a few steps between sneaking away from your unit and securing political asylum in Europe.
Do you sneak away at the front? The opposition is hunting infiltrators, will they ask questions or shoot first? Do you sneak out behind the front? Your own side is likely to dispense quick "justice" and report you as KIA if you're caught (less trouble). How do you get to a border with a Western country? Do you stay in Ukraine and wait for things to settle down before making your move? That's a bet that you won't find yourself in a Russian-occupied zone. And so on.