I also found the scoreboards surprising. I wouldn't expect a Gameboy-like device to be reporting things back to a server. I don't have any particular privacy concerns about it myself, but it is surprising, and I can see why people might object.
It also seems to contradict their privacy policy (https://panic.com/privacy/):
Panic apps and products _do not_ send out _any_ private information. This includes
...
Usernames
...
But the scoreboard API seems like it's tied to usernames...