It's still better than prison and as long as one lies low and doesn't organize protests it's quite a safe Soviet utopia. The issue is that Moldova's airspace remains closed, it has just opened today for international flights and all fligths to Kishinev go through the Romanian airspace. I doubt that Romania would pull a Lukashenka on Snowden, but who knows. Currently there is NATO presence in the sky 24/7 in Romania's North East close to the Moldovan and Ukrainian border. Also the future of the breakaway region remains uncertain, as they are highly dependent on Russian gas. Moldova too, but to a lesser extent. If the Ukrainians close or blow up the gas pipeline and then the self proclaimed PMR is at the mercy of the EU.

For these reasons it's probably safer for him in Azerbidjan but he will only be admitted for up to 90 days with a Russian passport. In Armenia he could stay for up to 180 days on a normal visa, but both Armenia and Georgia have extradited fugitives to the US in the past.

He doesn't have too many options.