But, what you are doing, is selling your viewing history to marketers, albeit indirectly. For that $20 box, you are giving away everything you watch, when you watch, and very likely anything that goes through that box.
That said, you might be 100% ok w/that for the price and that's ok. But, you should go in eyes open about what these lower-cost pieces of hardware are doing to 'permit' you to pay less than they cost from competitors who may or may not be doing the same thing.