Indeed, probably the biggest advantage that our societies have to the rich elite of repressive countries is the justice and governance system.
The problem with being rich in one of those oppresive regimes is that you can get rich. But staying rich is much harder, because the moment you fall out of favor you will be disowned. This can change simply through a new clan taking over power and kicking out the old clan. In the capitalist west, this is much different.
I personally think the best place is where the intellectual elite chooses to live. E.g. in the early medieval ages, the church harassed a bunch of intellectuals for their "heathen" ideology (greek philosophy, sciences, etc). So they all moved to the middle east, causing a great period of prosperity. Socialism, similar thing here. Russia had so many great minds. Scientists, authors, poets. But many of them went to the west and are still doing it. Same for germany btw, here eastern Germany was a big hub of culture, e.g. Leipzig was renown for its books, but socialists harassed and hated every intellectual (even more than they harassed the general population), so many of them fled to the west, so many in fact that they had to build a wall to keep them in. The western part of germany greatly profited from this brain drain.
It's not dangerous to democracy if these autocrat regimes build luxury condos that nobody lives in. It's dangerous when they build luxury condos and the elite choses to live there. In our world which is so much dependent on science and engineering, they chose which country, which region inside a country, prospers and which doesn't, simply by chosing where they live.