One enterprising soul (allegedly) had the temerity to call the manufacturer of his printer to complain and received a visit from the Secret Service for his efforts. Not Good, in my book.
The reason this should worry you is that it also makes it impossible to be anonymous if you use one of these printers. Want to rat out your employer for doing something illegal? Want to blow the whistle on some government excess? How about file an anonymous complaint to your local government? Your printer will tell on you.
Ars Technica has the word on Project Yellow, an attempt to human wave the printer manufacturers with complaints, making it difficult-to-impossible for the Secret Service to visit each one. The idea is to get the message through to the manufacturers that the people who pay for their products, thus keeping them in business, aren't happy with this.
You can also resort to buying a used color printer in some anonymous manner, and let it rat out the wrong person. Wouldn't it be rich if it was a government surplus printer? Not that I'd advocate doing such wicked things, of course. Just musing out loud....