[imiric]

You don't have to be a citizen of the nation that does the spying for the data they collect on you to be harmful. Following your logic, nobody outside of the US or China has reasons to be concerned, which is not the case.

Governments—particularly those of the world's greatest superpowers—have influence outside of their borders, and can make your life hell, no matter where you currently live. They can restrict your freedom to travel, censor your public speech, and target you electronically in many ways. This can happen if you fall on their radar for whatever reason, including by mistake. Good luck getting off that list, and getting your life back after that.

If I'm rating which government I'm more afraid of, it would be the one that has a totalitarian control over its citizens, and no regard for human life. Otherwise, they're all equally harmful to my wellbeing.