"what incentive would there have been for other countries to grant him asylum?"
Depends on if Russia would still like to give him asylum for sole reason of pissing off America as they are right now. Anyway, you're changing the discussion from a heroic whistleblower to someone who will only blow the whistle if he has extra dirt specifically to get asylum. Much less honorable. Not even an option for most whistleblowers.
"So this is kind of an insurance for him (together with other documents that he did not reveal but could if they tried to catch him)."
No, it's not. He's guaranteed they'll throw everything they have at him by leaking everything. They were intercepting diplomatic planes for goodness sake. People tracking those torture flights indicated one showed up at a German airport he would've went through when they asked him to come in. They were possibly willing to black bag his ass. They don't usually do that even with likes of Manning.
No, he's in a really, really, bad situation. He has nothing further to leak as insurance per many interviews where he gave it all away so nobody could torture him for information. If he does, Russia almost certainly knows it already as a condition of his stay. He's literally choosing between being imprisoned in one police state or living in a police state that does 10x worse than what he leaked on the same topic.
His options would've been better if he leaked only domestic stuff, tried to play it stealthy, and maybe selectively leaked docs to the country he wants asylum in. Instead, he leaked it all out of conscience or whatever with global disruption & embarrassment for NSA. The rest is history.