Ok. I am not an attorney. My views are my own. No purchase necessary. Not FDIC insured. YMMV. Consult a real lawyer. Don't be an idiot.
You right in a sense that when you read this, Snowden could easily be argued to fit the mold.
However, you will note that it later says that the actual designation ( verified here with treasury link I added ) is up to SOS and other involved individuals.
Note, that at the time I checked it, Snowden was not on that list and apparently has not been since issuance of this EO.
At least not yet.
edit, because there always exceptions: see wikileaks and note neither he nor his creation was sanctioned by OFAC either. However, that did not stop the state from making donations.. challenging.