Also problematic is the fact that plugin is doing almost nothing; instead it downloads Python from the official place, downloads a whole Python project (called CLI) and executes it. Also, there's an automatic update mechanism in place which updates the CLI every now and then. It sounds as a recipe for a disaster waiting to happen.
Edit:
I guess what I've said applies to every software with an auto-update function and that's of course quite the norm today. As ztratar pointed out, the usage of SSL provides a decent level of security. I still would wish for the user to be notified in some fashion. Also, from what I understand, the WakaTime CLI seems to have an option to hide filenames, it's just not changeable from the Notepad++ plugin.