He would have been much more convincing saying "yeah, I know that China doesn't have the greatest record on privacy, but I have several friends in Hong Kong that I hope will support my asylum case." Boom. Totally makes sense, and doesn't sound like a rehearsed rationalization that could have been scripted by the PRC.
It's the age of airplanes, dude. They aren't sending out the stagecoaches with deputies. Physical distance doesn't really matter if someone with access to the resources the US government has is out to get you. I think this guy is well aware of that (as you should be, too).