Travel was extremely restricted and even the fields had microphones, Winston couldn't reasonably escape and there would have been no where to go
But I still assert he could have left. The fear just worked too well on him. Just like it's working on me. I'm too scared to quit this life and start a new one.
He didn't just feel trapped and scared in the book. There was also depiction of him and Julia being kidnapped by members of the Party when they rented a room above the shop. Winston was then tortured both physically, mentally, and emotionally - he never sees Julia again (from what I recall).
He does, they just don't care about each other anymore. By thr end of the book he has been permanently defeated, he could do whatever he wanted, and he didn't want to anymore.