I wonder if there's been any research about whether they use Kindle reading habits in that data--either info from the Kindle's own browser, or info about ebooks read/browsed/bought on Kindles.

My daughter uses a Kindle. I can't pry her away from Fanfiction.net; I have to remind her that it also reads pre-loaded ebooks. Not worried about them getting data from her; she can't buy Kindle books so she doesn't look at the selection. But people who do browse, and read books from Amazon ... the Kindle is a much bigger beacon into their lives than a standard web-browser. I don't think its browser even has privacy settings.