If you care, you can watch every packet being sent and received. If the OS is open, you can figure out where they came from.
That's what's bothering me. How feasible would it be to implement something like that on a massive scale and people not finding out? And how about using your router to deny incoming and outgoing traffic unless it's whitelisted? Is there some way for the router to identify the service that sent out a packet and deny or allow it or at least "scan" the content and make sure nothing malicious is being received or sent?