I've lived in both muslim countries and europe for years (equally) so I've had plenty of first hand experience of life in both. And the respect, freedom and equality I've known in the 'west' doesn't even compare to my life in many of these muslim countries. NO ONE put me in jail, or mistreated or even showed any kind of discrimination towards me....if anything, I've never felt more 'free' as I do in europe. When you migrate to a country, you respect their laws and rules, and if you can't do that, then yes, you should leave.
And one more thing, if you're really such a staunch muslim, I'm sure you've heard of the concept of humility...