Not quite. You see, they were in Mexico. Mexico didn't bother helping them. In fact, the Mexican govt encouraged them to jump the fence so that money collected on the other side would be sent back to Mexico to their families as a way to help Mexico's own economy. Some $12 to $14 billion dollars are returned back to Mexico each year. And it's not just Mexico, it's other countries in Central America that allow these things to happen. But funnily enough, at the southern border of Mexico with Guatemala and Belize are they extremely vigilant in sending illegal aliens back to their own countries.
As for Cuba, anybody who would get caught leaving would face prison and most likely execution. Or in many cases shot on sight a la the Berlin Wall scenario we're so familiar.
Read and learn the history of Cuba's repression.
Babalu Blog: Cuba reality check
Not...quite...the...same...thing.