In terms of data, I imagine the US to be just as bad if not much worse (my prejudice) than Russia.
Someone can school me on this if I'm wrong but I prefer Telegram as a platform and I'm ambivalent as to which country my data ends up in (given this choice).
(Editing this comment based on above: "Small correction. With Telegram your data ends up in Germany. They are Berlin based and against the current Russian government")