The movie is not trying to celebrate the characters (spoiler)

Hutton's character is depicted as a naive, confused and vengeful kid who suffers inside because he can't find a place for himself in the world or make his accomplished dad proud.
By getting himself involved in the spy ring, he convinces himself that he's doing something important. He's the "big dog" who matters now.
By the end the combination of his fear of being caught, sorrow for what he had gambled away (actual freedom and happiness with his girl) and desperation (once he meets the Russians and sees them for who they really are) makes him stop running and pay for his crimes.
If anything, the movie is trying to say that Hutton's character is a dumb, confused kid who made every wrong choice he could, not a hero, or a victim of the system.
And no one can claim that Penn's character is depicted as anything but a total self-loathing screwup.

I'm talking specifically about the characters from this movie, not the real people since this is a movie and not a documentary.

The only moment where one could try to claim that the movie has "an agenda" is the end credits song "This is not America" by Bowie. However, I think the song was chosen as reference to Hutton's disillusionment and not as director's opinion of America.

Of course, this is just one interpretation.