Putin gives him protection because it lets him thumb his nose at the US.
Not so much can't get a chance as the price would be too high. He's under Russian protection. That protection is political far more than tactical. The CIA could probably pick him up in less than an hour if they knew they could do it without pissing off the Russians. It's the "pissing off the Russians" part that's stopping them, not the logistics.
As for whether the CIA would want Snowden dead - I presume it would only have been useful to them pre-leak, and I doubt murder would have been on the cards then anyway. I don't see retribution as being particularly high on the CIA's list of priorities, and the political entities in the US that are keeping Snowden relevant wouldn't appear to gain anything from his death.