If the motto of a country was "we'll keep you safe inside but we'll be treating everyone outside terribly", then you'd definitely rather live inside that country, but it doesn't mean they're less of a risk to the world.
alt: Would you rather be mistreated by a relative or a stranger?
As an American I'd rather my gov be held accountable for it's unethical IC behavior - especially by it's allies.
The reason is that other nations are proving grounds; the methods developed there will eventually be leveraged by US government(s) against US citizens.
I would much rather not live in China, for the same reason I'd much rather not live in Montana, i.e. the living standards are a LOT lower in China than where I am, and it will be a lot harder to meet someone on places like Tinder I can feel attracted to.