That fear was well-founded, given what later happened to Bolivian president Evo Morales when the US suspected he might be transporting Snowden out of Russia[1], even though forcing planes to land to capture political prisoners is more fitting for a dictatorship than a democracy[2], but I suspect that Russia made it a condition of Snowden's safety that he not attempt to travel to any other country.
Of course I'm not saying I would have done anything differently were I in Snowden's position, but it is worth noting that he could in principle have avoided US and NATO airspace by travelling from Russia to Shenzhen to Johannesburg[3] to São Paulo[4] to Ecuador.
[0] https://www.democracynow.org/2019/9/30/how_edward_snowden_av...
[1] https://en.wikipedia.org/wiki/Evo_Morales_grounding_incident
[2] https://en.wikipedia.org/wiki/Ryanair_Flight_4978
[3] https://www.flightconnections.com/flights-from-szx-to-jnb
[4] https://www.flightconnections.com/flights-from-jnb-to-gru