If Comey doesn't fear being locked up, why did he say he would move to New Zealand if Trump won re-election?

Extradition Treaty with New Zeland, 1970:

“ ARTICLE VII

When the offense for which the extradition is requested is punishable by death under the laws of the requesting Party and the laws of the requested Party do not permit such punishment for that offense, extradition may be refused unless the requesting Party provides such assurances as the requested Party considers sufficient that the death penalty shall not be imposed, or, if imposed, shall not be executed.”

He knows he will not hang for treason.

He like the rest who offer that they will leave the country. They best just leave this earth and make it a better place.