Yesterday, my TV asked me:
For quality and improvement purposes, your usage statistics about the TV system and remote will be sent to the Sony server. It will exclude personal and individually identifiable information. Would you like to enable this setting?
Oh, and while I'm at it. If you are one of those who are dodging the TV licence fee ("Rundfunkgebühr" in Germany), you'd better not connect the TV to your network at all: That newfangled HbbTV thingy European public broadcasters are introducing apparently causes the TV to request the index for the online content each time you switch to such a channel. This doesn't mean much of course, unless your other network activity allows correlation between you or at least your household and your IP number.
I am paying the fee, of course, but I'm considering pulling the network cable anyway... This is the only way to be 100% sure that it cannot phone home. Even though I have to admit the online features are quite nifty, indeed.
This is of course an issue with all network connected appliances. But I'm not convinced that Sony understands privacy concerns at all. For example, their remote control application for Android phones sports ads and a recent version of it wanted access rights to the browser history of the phone. I declined that update and removed the app instead.