One other reason...blackmail.
"If you try to indict me, I'll send these nuclear plans to Iran."
or
Maybe, "Dear Mr Putin, my government wants to arrest me, if you grant me political asylum I can make it worth your while."
And even beyond the nuke secrets, I'll bet there's all sorts of juicy gossip there suitable for kompromat.
It is KGB SOP that extortion is always more effective than bribery.