Widgets and spying

I received an email yesterday from  "Widget" the company whose item tells me how many people have looked at my blog and from which countries.
 To inform me that I had hits from1,800 cities in the world and the 1,800th  was yesterday morning...
Have you ever worried about this thing you know  " Looking into Internet use by the authorities" It makes you think, we subscribe to these sites and we really don't know a lot about them but they sure as heck know a lot about us...!!