It's a tough situation to be sure. Perhaps talking frankly about your feelings toward the current situation (I would advise to stay away from the full list of why you feel that way, since obviously criticism of the cult will not be taken well) will be enough to win their support for you to move out. You are still quite young and would do well to remember that they're motivated by what they think are in your best interests. Even if their goal is to keep you in the cult, they may still have some practical wisdom that you could benefit from and I think if you approach it with that attitude it will go much easier for you.
In the end, you have to do what's best for you. That doesn't mean making rash, impulsive decisions, but take time and get some space and figure out what you want. It sounds like you've already done this, and that you truly want to leave. That being so, then you need to leave. You can only spend so much of your life living it for someone else, be that your parents, your friends, your spouse, whoever. You have to live life for yourself, or you'll look back with regret.
You describe your parents as having a crushing grasp, but then insist that they're not mean or oppressive. I don't know which is the truth, but it sounds as if you're conflicted on that point. Their behavior doesn't have to be overt and out of malice for it to be oppressive. At a certain point they need to recognize your rights as an adult and as a free individual with your own intelligence and emotions and if they refuse to do so then I would argue that is a form of oppression as well. Withholding their emotional support and pushing you to do what they want in opposition to your desires is, in my mind, mean and oppressive. I don't say that to make you think badly of your parents, but so that hopefully you'll recognize that you do deserve to be able to direct your own life. I don't think you need to learn to hate your parents in order to be able to leave, but I do think it's important to understand that you're the one that has to live with your decisions more so than anyone else, so it's only fair that you get to make them.
Anyway I'm not sure how helpful that is, but it's my $0.02. I think the easiest way to go is just to talk to them respectfully and honestly and with the spirit of getting their valuable support/advice/wisdom in accomplishing your goals and either they'll respect and support you or they won't. If they do, you'll be in a much better situation than just storming out. If they don't support you, perhaps you'll see that they're trying to control you and fit you into their box of what you should be and maybe that will make it easier for you to strike out on your own without regret. At least you'll be able to say you tried. It may take more than one conversation, so don't give up right away, remember this is likely difficult for them too. But at the same time, stay firm.