I personally don't want a list of all the "subversive literature" I read nicely compiled for corporations and government to exploit, fuck that 100x.
Are you "paranoid about catching gonorrhea" if you decide to wear a condom? :-)
You don't even need a threat to desire privacy. It's a human right.
(1) Never connect the device to the Internet. There's really no reason to.
(2) Use KFX Output in Calibre, blocking access to the Amazon servers. This is a bit of a hassle but it is doable. Especially since books take hours to read, so you're really only doing the work for a few minutes to get hours of spy-free enjoyment.