I think that Stallman is discussing 2 points at the same time.
First thing is freedom of data (easy import/export and ability to completely delete your data from a SaaS app) - in the world where each MB of information is replicated around 7 times (archiving, backup, replication etc.) and therefore it's virtually impossible to delete information...
Second thing - free software - you have no control of the app when it's run by the service provider. Again - reality is that most of the people can not read code and sourcode or even executable binary is almost equal to 90% of the population. Biggest advantage of SaaS is that it can provide value that normal "behind the firewall" software can not match. What kind of value? I.e. cost reduction (thanks to consolidation effect). This leads us to the democratization of access to the computing power/software power - and it's, after all, what Stallman is all about, right?