They're saying (that other people are saying) that in the US, you are safe from the Chinese government/military. In the EU, you are not safe from the US government/military.
Also note that the claim is not that the US is worse than China for Europeans. The claim is that the US is worse for Europeans than China is for Americans.
The last part about relocating is saying that you can only be safe from the US government/military in China or Russia.
Based on extradition agreements, this conclusion seems true enough on the surface. And maybe US military bases in Europe play a role as well. But this is a thread about national security concerns via social media, and I think it's hard to make a broad and definitive conclusion due to the wide variety of soft and hard powers that countries exert internationally.