Telling Citizens to leave Ukraine is a message to the Russians that their plans are known, and an attack is imminent and expected.
It is also stating that Russia will be fighting against a well prepared and supplied coalition of defenders from many nations.
A "get out of Western Russia" to other Citizens would send a similar message.
Some very careful thinking on both sides needs to happen to allow Russia to extract itself from this quagmire in more senses than one.
IG