There is no doubt the Kindle does a lot of diagnostic logging.
What remains up for debate is Amazon's motive, or whether anyone should give a darn (name me one piece of internet technology that isn't) especially compared with the likes of e.g. Google, Facebook, Apple, Microsoft.
And if I am not mistaken, Amazon CS must ping your Kindle to upload the logs, which they care enough to do if you phone in with a problem and they think it might help.
The fact it is theoretically out there does trouble some people though. Not me.
They already know what I buy, yasher koach if they want to know how often I turn the page as I take the annotations I asked them to archive.