In return for what? Google's not profiting off of Google Fonts, because I'm sure that whatever data they get from it could be collected by their other services.
If you're concerned about your own privacy in this respect, you can install a plug-in for most browsers that will prevent a real Referer being sent with your requests. Google will still serve you the web font, they just won't know which page you were viewing at the time.
(I'm not making any comment on Google's general strategy or how many people would actually understand that they might wish to protect their privacy in this way, just pointing out that it can be done.)