Secrecy is morally ambivalent. It is when we use secrecy as the means to an immoral end that it becomes immoral.
The problem with secrets is that they usually require more secrets to protect them. Give it enough time and the rights that you were trying to protect with the original secret become a crime against the State. They really are like a cancer.
Also, I do not think that it is valid to compare the privacy of an individual with the secrecy of a State. While the State may certainly keep secrets it has no right of privacy.
The problem with the Snowden case is that the NSA went through proper channels. They went through Senate oversight and the FISA court.
Why is the FISA court authorizing the collection of domestic information and why didn't the Senate overseers object?
Here is an illuminating discussion with 3 former NSA employees who attempted to reveal what Snowden has revealed. They used internal channels and tried to follow all the rules for whistleblowing.
It seems to me that this type of govt behaviour is one of the reasons that we are supposed to hate the communists and fascists. It sort of detracts from the credibility of the govt's complaints about Chinese spying.
The real harm done is to the confidence of the people in their system of govt. Unless of course that is no longer a requirement.