An interesting question, if Nokia informed their customers before the purchase would they have still bought the hardware? It's not really quite as altruistic of Nokia they don't put the cards firmly on the table before hand.
How is this in any way analogous to the Nokia situation? Nokia aren't passing traffic through their proxy because they want access to your data, they're doing it because your device isn't powerful enough to perform the necessary computations itself.
It's a privacy concern as it is. Please don't muddy the waters by spreading FUD and conflating this with something it's not.
Lets say I run a mail forwarding service. I get your permission to go to each of your mail boxes and send your mail to where ever you happen to be. Mail is heavy though and to save you money I open all your mail remove a couple of pages / brochures / ads, reseal it in the original envelope and don't tell you.
I promise I don't read your mail when I get caught.
I'm giving the first 3 months free, please provide your information below so I can get started today!
Dealer wants to sell you a car, but installs an internal monitoring camera to do maintenance in order to see the condition of the roads you drive on. But doesn't tell you.