Oh - as far as things like external resources, a VPN or an anonymous proxy protects against that if you need, but they don't protect against my e-mail address being shared with wordpress.com without my consent because I commented on a blog that stated my e-mail address would not be made public.
What jetpack is doing is spyware, and what they are doing with the data they gather - we can only speculate, we have no way of knowing - hence why it should be removed from the wordpress.org plugin repository.