How about a third option: they use a method of communication that wont get them killed. You're presenting a false dichotomy.
Got any suggestions? Because I know the millions of Chinese who attempt to circumvent China's firewall daily would love to hear about it.
The point is that probably 90% of the time, these people aren't using anything better than bare encryption (if that), and they're drawing attention to themselves anyway. If they're going to do that anyway, I think it makes much more sense to hide the communication via stego.
But if you've got a better idea, let's hear it.