Hell he might be paying for security himself. Even if the government isn't after him he exposed people in numerous countries who were working for the US. If any of them ever got harmed do you think their family would forget? Hell no.
He was so safe in the embassy and jail and now he is out and about. He is going to be paying for security the rest of his life. Assange is not a stupid guy he is absolutely brilliant. When he made the choice he did he was well aware he was painting a huge red x on his back for the rest of his life.