With regard to Yandex and Baidu: there's the notion of threat proximity. Google is a US company, beholden to US laws. If you reside in the United States, you also reside in the jurisdiction of state actors with the capability to get at you.

If Putin himself showed up to Yandex HQ and demanded a full data dump of every search you made, he is still incapable of touching you, whereas J. Random Agent at the FBI can throw you in a 6x8 steel box.