Well he's partially right I think. Pretty sure Assange was cleared of the rape charges a couple months ago, after all the woman had said she'd lied and it was just the government that was going after him (probably because of the dirt he's posted on higher ups.) So I'm pretty sure the only reason he'd still be holed up is if the US wanted him.
The U.S. has no legitimate charges to hold him on.
That's a matter of perspective. The US government has demanded that Twitter release Assange's account, there has long been talk of bringing charges for espionage or conspiracy to obtain secret documents (arguing that he had intent to sabotage America's foreign policy and endangered lives. They've also claimed that his publishing of names of Afghans cooperating with the US government was illegal.)
Though it is a rough battle because he's not a US citizen, nor is he held to classification requirements, (and even that typically only applies to government officials.) The question has always been; "Does the Constitution apply to non-citizens?" If they did charge him and win it would be a huge blow to the 1st amendment's protections, it would, for example, undermine the argument that say illegals are protected by the constitution thus should have protection from deportation. Which is generically why folks haven't wanted to touch it with a ten foot pole.
Even so, Assange is a bit paranoid, he's made a lot of enemies over the years so I'm not at all surprised that he feels the US is out to get him.