Yes difficult but not impossible. It's easier to not question things, so many won't. Was raised Christian with the idea that being anything else was being "lost". At one point, truly believed.

Eventually found my way out, despite psychological difficulty (fear of hell, etc) built in to the system to keep me in.

I know, even in the US, there are a number of people that have personally left the faith but hide this fact, still attend church, etc. just because of the communities, families, etc and so forth they are in would not react well.

But comparing all of that to state persecution is still a bit off, IMHO. The power dynamic is very different when a government is involved.