I don't know about Russia, but this is not really an accurate perception. US laws tend to protect US Citizens and residents. Even citizens of friendly countries like Australia don't have protection.
In some ways it's worse because Australia is five-eyes, so they can do a, I'll spy on your citizens you spy on mine kind of thing (which we know from Snowden was exactly what they were doing)[1][2].
Yes, that's the point of using tools from unfriendly countries -- though I wouldn't be surprised if there's data sharing there, I haven't heard evidence of it.