If you look at the math of it, it's not clean that steganography can actually work securely; rather, it can increase the difficulty of detecting your signal.
The lower the proportional bandwidth of your hidden signal to the carrier, the more work it will take someone to spot that. But if you're in a totalitarian state, and so you have to be right every time and the state only has to get lucky once, then it's not so reassuring.
Plus, you have to have a believable reason for the carrier. You have to hide your traffic in some high-bandwidth stream that has a good reason to be there, and that can be hard or risky itself. If it's ever discovered that, say, the YouTube channel you're watching has steganograpic content, the fact that you've been watching it isn't hidden, so that's going to end in tears.