I ask myself what I should be more upset about: that someone walked away with government hacking tools, or that our government knew about existing exploits in critical American company technologies and kept them a secret?
On account of (a) unjust governments being more likely to abuse power than just ones, (b) unjust governments are more dangerous than unjust actors and (c) the belief that just governments are plausible, I would say "more".
If you live under an unjust government, their curtailed power is a plus. If you live under a just government, your threat profile from unjust governments is decreased. The threat from unjust actors may increase, but that is a fair trade-off per (b).
Additional: Abuse is seductive. Abuse from power is absolutely seductive.
Collecting attack weapons, but letting your defense rot is a strategy which might work in computer games.
Apparently they do it anyway.