I really dont get this. The use case must be to download copyright protected stuff, otherwise no one would pay for this, but isnt it pretty dangerous to hand al

I really dont get this. The use case must be to download copyright protected stuff, otherwise no one would pay for this, but isnt it pretty dangerous to hand all your download history and stuff like that to a 3rd party ? That opposed to an unlimited Usenet Subscription for $10/mo with SSL encryption and no user traceable data.