A morninglord player could leave Barovia to spread the message of the Morninglord, to aid those in need, to help fight evil in other lands. I don't see why they would need to be exclusive to Barovia
It is not that simple, if you consider canon settings. for instance in Hazlan and Nova Vaasa, they risk that they are jailed or even executed as their preaching may be considered to incite an uprising. In best case scenario they would just be expelled.
In less opressed, or more renessaince like or more tolerant domains it is possible what you say. However for instance for Hazlan this is not the case. Sithicus i am unsure, however being a human allready does not help there, and if you are a preacher of a foreign fate i doubt the elves would really favour you there.
(talking just pure RP side, not considering level req-s and all.)
In harakir as they are Sun cultists they may be considered even allies, not sure about that. But in Blaustein again they would risk death to adventure there.
And I prefer not to go to such places where he risks death, even though we have the raise system, as it would just well show disrespect towards the setting. Imho.