Hong Kong has risked the threat of US reprisals in allowing Edward Snowden to leave. But its government insists that the rule of law took primacy for a territory that jealously guards its separateness from mainland China.

On social media, there was talk of political considerations at play in allowing the former National Security Agency (NSA) contractor to escape his Hong Kong bolthole.

As Snowden landed in Russia US Senator Dianne Feinstein, chair of the Senate Intelligence Committee, declared that "the chase is on".

Russian media reports said he would fly to Cuba and eventually Venezuela, but Ecuadoran Foreign Minister Ricardo Patino later said he had requested asylum in Ecuador.

His departure left some supporters in Hong Kong disappointed.

Did the government of the Hong Kong Special Administrative Region (HKSAR) want to remove an irritant that threatened to drag on for years, if Snowden fought through the courts against US attempts to extradite him? Did Beijing, with an eye on its overarching relationship with Washington, similarly want no truck with a lingering distraction?

In a press statement confirming the 30-year-old's shock departure, Hong Kong authorities said the reason was simple: the US government had failed to meet the legal bar needed to justify its arrest warrant issued on Friday.

The statement said that documents provided by the US "did not fully comply with the legal requirements under Hong Kong law", so the HKSAR government had asked for more information.

As Washington had not met its request, "there is no legal basis to restrict Mr Snowden from leaving Hong Kong", it added, saying that he had left the Chinese territory legally and voluntarily.

While Beijing retains ultimate control over its defence and foreign policy, and the right to veto extradition decisions, Hong Kong enjoys a high degree of autonomy under the handover agreement that governed its transfer from British rule in 1997.

The HKSAR government itself has faced intense criticism from the Hong Kong public for compromising that autonomy by appealing to Beijing for constitutional reviews from time to time.

Hundreds of protesters drawn from Hong Kong's pro-democracy and pro-Beijing camps staged a rain-drenched rally on June 15 demanding the government resist US pressure to hand Snowden back. An opinion poll the next day said half of respondents believed he should be allowed to stay.

Regina Ip, a pro-Beijing lawmaker who bears the scars from past constitutional battles, said the authorities had done the right thing now in upholding the rule of law.

"It took the Americans eight days to put together the charges. It's reasonable for HK (government) lawyers to take several days to scrutinize the charges," Ip, who was formerly the city's de facto security minister , told AFP after Snowden left.

"I don't think the HK authorities deliberately dragged their feet. They proceeded entirely in accordance with due process and rule of law ... despite pressure from the Americans," she said.

Along with other observers, Ip fears that Hong Kongers could now lose their visa-free access to the United States if Washington is serious about hitting back at the city's government. But the price would be justified if Hong Kong has proved that adherence to legal rights is a non-negotiable principle, she said.

Alan Leong of the pro-democracy Civic Party told AFP that he was disappointed Snowden had left Hong Kong so quickly.

"I am a bit disappointed because Mr Snowden actually said he chose Hong Kong as a place of refuge because he trusted its rule of law, but he left this morning without giving an explanation," Leong told AFP.

He added that the Hong Kong courts would have been able to deal with any extradition applications from the US.

Hong Kong's chief executive Leung Chun-ying had remained almost silent on the case, saying only that the government would handle it in accordance with the law.

"I'm sure CY Leung is breathing a sign of relief," pro-democracy lawmaker Claudia Mo told the Wall Street Journal.

"He has abandoned Hong Kong and that's somewhat sad. Personally, I think Snowden owes Hong Kong people an explanation."

US authorities had asked Hong Kong to detain and extradite Snowden on espionage and theft charges after he leaked allegations of worldwide eavesdropping of phones and computer systems by the NSA.

White House National Security Advisor Tom Donilon said on Saturday that the charges "present a good case" for extradition under a pre-handover treaty agreed between Washington and Hong Kong.

"Hong Kong has been a historically good partner of the United States in law-enforcement matters, and we expect them to comply with the treaty in this case," he told CBS Radio News.

But the HKSAR government confounded that expectation, and went further Sunday in demanding answers from Washington about Snowden's claim that the NSA had tapped into Hong Kong's main Internet exchange and Pacnet, a company based in the city that runs one of the Asia-Pacific region's biggest fiber-optic networks.

"The HKSAR government will continue to follow up on the matter so as to protect the legal rights of the people of Hong Kong," it said.