If Russia allowed Snowden to be murdered they would lose the trust of other potential defectors - especially those that are directly valuable (military and industrial secrets). For this reason I'm certain he's under constant watch.
History would indicate otherwise. Defectors, spies, people who just leak things for money. They sometimes there are repercussions, other times not ... and still more do their thing.
I don't think it is all or nothing and I seriously doubt Snowden is untouchable.
Even when Russia was FAR more closed the US intelligence was able to operate there.