you are right about western europe, northern europe and usa, though in britain he wouldn't face so much trouble from the government ( unless he and his wife join a progressive group ) but i think he will be disappointed in the quality of most south asians there... canada, possibly... australia, unless he lives among the progressive syrians ( loyal to syrian government ), he will find the muslim community there not much different from the reasons he would be leaving india for.
as for muslim countries, you are right about the gulf... he and she could move to progressive muslim-majority societies like algeria, egypt ( they are big fans of bollywood ), west bank palestine, damascus ( despite the terrorism ), even tunisia... iran, he would have trouble with the language and the chador.
south africa, maybe... kenya, maybe not.
they could move to pakistan which is seeing a renewal of progressivism.
but the ideal thing is they stay in india and make a stand by joining a progressive movement.