Plenty of North Koreans leave and live in China. The big reason it is so difficult for them to leave in general isn't because they are being held prisoner there by the DPRK government, it's because of restrictions imposed by the US and UN making it impossible for them to live most anywhere else.

United States:

"5. North Korean Overseas Workers (OP8): Requires countries to expel all North Korean laborers earning income abroad immediately but no later than 24 months later (end of 2019)."

United Nations:

"Strengthens the ban on providing work authorizations for DPRK nationals by requiring Member States to repatriate all DRPK nationals earning income and all DPRK government safety oversight attachés monitoring DPRK workers abroad within their jurisdiction within 24 months from 22 December 2017."

Meanwhile the DPRK has no official restriction on the people's free movement.

Thanks to @yogthos@lemmygrad.ml for pointing this out a couple months ago, before which I didn't know either.