I think it's a good question, actually.
You assert that "they" (the US, I presume) could easily issue a statement that what Assange did in the Wikileaks matter isn't illegal according to US law. Have you really thought that through? Who should issue the statement? I would assume you mean the US government. Well, they can't do that, as the US, like Sweden, is a nation governed by laws. Matters of law are handled by judicial institutions, and for such a statement to be lawful, the US would have to spend resources making a thorough investigation (most likely involving interviewing Assange himself).