Connections to the Mozilla Telemetry server are done over HTTPS, so all an interceptor would know is that you are sending Telemetry and not what that Telemetry is.
OK, fair enough. Then an adversary inside Mozilla that can intercept the data. I mean, the NSA is inside Mozilla, right? It'd be foolish, in my opinion, to assume that they're not. Such a juicy target, and all.