Are other services tracking you across sites?

Well, any sort of javascript that loads in on a page that comes from a central location could track you across sites. Advertisers have long tracked you. Google tracks you on the search, their browser tracks you on each page you visit, and Analytics tracks all site activity. A lot of browsers track you and provide feedback like PageRank.

All of these are free applications.

Perhaps this is the special case of 1) It being a web app, and 2) changing terms without notifying the user

I dunno. But I know lots of free services that you can sign up for (or not) track you in a lot of places you wouldn't expect. The difference is that you don't have this nifty little page to go to where you can see it all happening.