Im sure any HN readers from the Middle East, Eastern Europe or Asia would probably know the feeling.
And I do feel that i have more privacy. My governmet is rather to busy trying to shoot itself in the legs repeatedly to implement surveilance of any significant scale.
My online presence probably end's up in NSA hands though. Since it is rather insignificant (i don't use facebook or any other "social" crap) I don't think much of it. It DOES annoy me, don't get me wrong.