Why do they stone their women for protesting against what they consider to be unjust laws?

You can read the details at this link.

Which I suppose begs the further question, if Islam is such a great religion, why do they want to kill people who wish to leave it?

In my mind, truth stands on its own. Truth will defend itself (over time) because it is truth. It needs no help from swords or bombs to declare itself. You can even try to bury it, and truth will spring out of the earth.