I recall being in San Fran when the purchase went through. A few of my colleagues doubted the paying price I was telling them. I had to show them on line what the $$ were, then they asked why google would pay such a price?
The answer was clear...nest can provide real time data about not only you (the person) but also data about your house, your environment, your entire family. Whether online or not, data is being collected.
So just go ahead, go to sleep...you're safe. Everything is alright.
You're in good hands