Does following fears that may be some harm may happen to me in a Muslim country the valid excuse to leave a Muslim country and settle in non-Muslim country? For example fear of high crime rate, pollution, getting ill, joblessness, poverty, Muslims following Bid'ah (innovations in Deen), people not following Deen properly, Sharia being not the law of state, corruption, electricity shortage, hot weather, etc.

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

If a Muslim is able to follow his religion freely and publicly and does not face any temptation and danger to himself or his family, then he can live in a non-Muslim country provided one should not hear there any bad words regarding Islam.
If one is not able to follow his religion freely and publicly and does not feel safety in his own self, his religion or that of his family, and money, etc., then one should migrate to a Muslim country or even to a non-Muslim country where one can feel safe for his and his family's religion and souls. The evidence for this ruling is that the Companions of the Prophet Muhammad migrated to Abyssinia.

Anyone who fears for his religion must migrate from that country even if it is his birthplace and even if he has property and family members there as those Muhajireen (the companions of the Prophet migrated from Makkah to Madeenah).
Allah Says (what means): {And whoever emigrates for the cause of Allah will find on the earth many [alternative] locations and abundance.} [Quran 4: 100]

As for the fact that Muslims or some of them follow Bid'ah (innovations in Islam), do not implement the Sharee'ah, commit major sins, and other evils, such as bribery, then this is widespread in their society. Despite all these facts, know that there is no comparison between Kufr (disbelief) and such sins. No doubt, Kufr is more repulsive than any other sins.

In addition, living with non-Muslims leads to many harms, such as imitating them in their habits and manners, and eventually loving and favoring them, which is contrary to the Saying of Allah (which means): {You will not find a people who believe in Allah and the Last Day having affection for those who oppose Allah and His Messenger, even if they were their fathers or their sons or their brothers or their kindred. Those - He has decreed within their hearts faith and supported them with spirit from Him. And We will admit them to gardens beneath which rivers flow, wherein they abide eternally. Allah is pleased with them, and they are pleased with Him - those are the party of Allah. Unquestionably, the party of Allah - they are the successful.} [Quran 58: 22]

For more benefit on Muslims living in non-Muslim countries, please refer to Fataawa 86405, 88291, 377986, 81642, 369667, and 89879.
Allah knows best.