There is a slight difference between the former Iron Curtain countries, which positively did not want anybody leaving (unless of retirement age) and would shoot to kill anybody attempting so, and the others referred to.
Sure the USA keeps tabs on people coming and going, nowadays, because half the developing world would like to go and live there given half a chance. The USA however also suffers from the immigration people being mostly ex McD idiots, delaying me for a few hours due to an expired (2006) M1 visa because a school I was going to train at (CRM) refused to advise them that I never did train there.
Actually you could leave SA easily enough, on a holiday for example. Many people left SA to avoid military service.
In Europe or the USA, there is no apparent reason for exit Customs or Immigration and, as I say, your passport is rarely looked at in Europe except at H24-police airports.