To get really paranoid, I wonder if streaming media devices such as Roku, Western Digital, and smart bluray players are doing it as well?
From the privacy policy of Roku:
Roku Devices regularly upload usage information to Roku as part of their use. The collected information includes the specific identifiers of streams played, duration played, various quality measures, error logs, software version numbers, and other usage statistics. Usage information uploaded from Roku Devices is personally identifiable by product serial number. In some instances, serial numbers are associated with personally identifiable information to aid in customer service and support.
Privacy Policy US | Roku Streaming Player
So everything you view via a Roku is known to them. You should expect that when you use something online, the device will be revealing to someone everything that one does online. But the LG TV did more than just that; it also gave information regarding one's non-online activity that it was able to access. The Roku box isn't going to tell them what other TV shows you watch, just what you watch from the Roku box.