If you read any of his memoirs or interviews, you'd know that his intended destination was Ecuador, and he couldn't fly out of Russia due to his passport being revoked. He lived in the Russian airport until he was granted asylum, so it's not like he had much choice.
I didn't see any sources that went against those claims except from WikiLeaks, so I don't see much of a reason to discredit them.
What about the remaining 3%?
Also, to (hopefully) answer your question:
Ignore Finland/Europe for a second and look at North America. The US has many population centers along the coasts and very few in the west inland. People still live there, so they need internet access, but oftentimes there aren't enough people to justify expanding coverage across such a huge area without subsidizing said coverage with government funds or other customers, so there are bound to be coverage gaps if you don't have unlimited money to throw at the problem. If you take a look at Canada, you can see how much worse the problem is as they have even more area to cover, and it reflects in the fact that they have some of the highest wireless prices in the world.
Also remember that these are wealthy countries. Plenty of other regions have the same problems with population density and physical size, and they can't throw money at the problem like we can.
The TL;DR is that these deadzones exist in a ton of places because a lot of low-population areas are physically huge.