He means that, for example, "!hn rust" would search hacker news directly for rust, whereas "hacker news rust" on google would do a similar job but via google, informing google of your search.
Sorry, ripdog and icebraining - I got it wrong. I hadn't played with ddg for a while and my memory was in error - I recalled !g returning google results in the ddg interface. My mistake.
I couldn't correct it because of HN's stupid 5-comment policy that applies to comments made in all threads combined, and couldn't edit the original comment with a correction as it had been more than an hour. :/
That's definitely not what his comment says. He's quite clearly talking about !g (not other bangs) and saying (incorrectly) that another entity (DDG) is doing the Google search so Google can't build a profile around you.
What? It redirects your browser to Google, it's you doing the search, not any other entity. They don't proxy or anything.