One can refer to NSA's documents from a decade ago or Snowden's interviews and say that it can be a bad idea to connect to US servers, or from US outside of the US: Everytime traffic is entering or leaving their borders, it gets redirected through some NSA backbone for obvious purposes and gets dissected by various softwares. Encryption is not much of a hurdle apparently, but the NSA did note difficulties with Tor and OpenVPN back then, as far as I remember.
In any case, something to be aware of. Maybe you'll end up being much less of a target, if at all, if you keep to the servers in your country. Problem is, it's much more difficult than that. Even traffic from US to US can pass some backbone in Europe because it's the "best" route at the time, so your traffic might end up in NSA's backbone, anyway…