I'm not claiming that Coca Cola has its own police but suggesting to imagine a hypothetical Coca Cola which has police at their command, and a hypothetical employee working for a such company, who just took secret documents, contacted a journalist, then making a "let's not drink sugar water" event, and then to try to imagine if his behavior could trigger such police to investigate him more and maybe in the process discover what he did. Sorry if it wasn't clear enough.
Snowden organized a "let's use Tor" event after he apparently already downloaded some secret documents and contacted a journalist. And the top commenter disputes the claim "That was a huge risk for him to teach a crypto party while he was working for the NSA" falsely claiming that the article "keeps saying in many words that the NSA would put Snowden on a boat to gitmo if they found out he hosted a CryptoParty." It doesn't. But I also claim that it was a potential risk for him as there was some chance that somebody in charge for security starts to investigate what he does or already did.
And if I understood other sources, at that time Snowden actually worked for a private company (Booz Allen Hamilton Inc.)
http://online.wsj.com/news/articles/SB1000142405270230462680...
which had the contracts with NSA. Still, apparently exactly working in that company gave him access to the secret documents he wanted to take.