I mostly agree, but one place people can escape to is Moscow, where Edward Snowden has relocated to. Of course, Russia has become less attractive recently.
I don't think he dedicated his life to denouncing all morally questionable government actions everywhere. He ruined his own life by denouncing what the NSA was allegedly doing back then. I'm not sure I can demand that he should ruin his life even more by annoying the Russian government.
But he probably doesn't get any favors from Russia because he's not useful to them.