As others have noted: Russia has a history of intimidating, silencing, and secretly killing dissidents. Simply being in Russia means that whatever Snowden is saying, is tacitly "blessed" by the Russian government.
Why mess with the golden goose? They just let Snowden do his thing, he doesn't have any useful intel for them as they are running the same types of programs.
You are correct that if Russia didn't like what he is saying he'd be in detention. They really like how he embarasses US.