The red line shows the course he was on, and if you were to draw the line out, how far it is to Russia. Of note, once the red line goes into Russia, there is a nearby airport; Krasnokamensk airport is only 40 miles West of where one could plot a rough entry point into Russian airspace. Distance from his airbase would be 750 mi.
My guess is that his knowledge of the territory outside North Korea is very limited; the Soviet style ground control system doesn't require a whole lot of knowledge of terrain, just how to fly the aircraft. He may not even know which way is the shortest route to his destination let alone possible airports.
He was probably flying on based upon what little knowledge he has outside of North Korea and knew that a northernly heading would take him straight out of North Korea. From then on, he probably would know that flying a certain speed and after certain time would result in him being in Russian airspace, and hope to hell he has enough fuel to find on his own a landing strip, or for Russian fighters to meet up with him and escort him to one. It's either that, or fly far enough into Russian airspace and find a populated area and punch out.
I doubt that he was shot down; the only image of the crashed bird shows that the 'landing' was fairly controlled as the aircraft is relatively intact (save for the nose area). If it was shot down, I would expect the aircraft to be in lots of little pieces as it would be an uncontrolled crash into the ground.