Precisely.
It's easy living as a foreigner in autocratic countries. You've got a "get out of jail" card called a foreign passport which not only protects you for political reasons, but also gives you an escape hatch for any reason, government or not.
For locals its entirely different. You don't get the "they're a foreigner, so be nice". Victim of crime? Don't bother with the police unless you have a fat bribe. Ripped off in your business? The courts won't care. Accused of a crime? Bribes are your only recourse.
So yes, the mundane day to day is the same, but when problems pop up the difference is like night and day. In authoritarian country you're at the complete mercy of those with more power than you.
It can't be understated the physiological impact of living in countries with functional liberal institutions. Having grown up in a country where crime and corruption were the norm, then coming to a country where I could reliably depend on the systems to be fair felt like meeting a nice girl after escaping an abusive relationship. As much as I sometimes miss my old country, and feel a twinge of nationalistic pride, I never want to go back. It honestly makes me emotional to see people in the "the West" say that things aren't so bad in illiberal countries. You are a fish that doesn't even know they're in water.