You should fear your local government most, of course, but it does not follow that given the choice you should pick foreign solutions, quite the contrary.
As a citizen you have rights guaranteed by the law in your own country. That's the very definition of citizenship. As a citizen you have leverage over your government, even if small, because you can organize yourself with others, e.g. in class action lawsuits, you can vote, you can convince others to vote, etc. Foreign governments and companies couldn't give a shit about your rights, the only rights you have are those defined weakly by trade agreements.
Not only that but data can be traded or leaked. A foreign company thousands of miles away, collecting data about you, could always leak that data to your local organized crime organizations.
N.B. I know that big companies like Xiaomi also have a presence in the US. With a big enough presence, the US government could coerce them just as easily, so if you fear the US government, it's a double whammy.
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So this is a non sequitur. Even if you fear the US government, as a US citizen, you should either pick US solutions, or solutions from countries that have a culture and laws for preserving privacy, such as Switzerland or Germany.
Frankly as a US citizen picking products and services from a country with disregard for basic human rights, because you don't trust the US, is just stupid.