Even if the scandal was a side effect of Chinese spying (a speculation at this time), what matters is that this broad surveillance is threatening democracy.

I think Snowden has chosen the best place to go. He wouldn't be safe anywhere in Europe. Likely not even in Iceland, where there is a US military base. The US has entered in Mexico and other countries to capture suspects without authorization. I bet they would do the same in Iceland, despite the political cost, but not in Hong Kong.