On the other, just the idea of governments using behavioral science to 'herd' us is a little worrying. To be honest though, I don't find that nearly as worrying as the idea that such small differences in the phrasing of a letter, for example, can have so much influence on the decisions we make.
Convincing people to lead a lifestyle that the government considers optimal is inconsistent with this. I prefer for there to be a clear sphere for government actions, so that people are relatively free to make their own choices about their private life.
For example I saw some horrible ads in the NY subway where a sad baby has a caption "I'm twice as likely not to graduate high school because you had me as a teen". Assuming "teen" includes 18 year olds, the government is telling adults what they should and shouldn't do, even though it is a personal choice and entirely legal. We are reaching a ridiculous situation where there is no middle ground between things that we must assert are OK (like being gay, or a single mother) and things that are "scientifically" proven to be bad (like being a teen mom).
It's not really any sort of behaviour modification, they aren't even lying. It does go against the simple idea of total individuality and complete freedom, so that's probably why it makes you feel uncomfortable. Also anything the government does "in my interest" makes me deeply suspicious on principle. In this case though, I can't see anything really wrong with it.
Some of these nudges have unplesent side effects the bed room tax has lead to several suicides.
Cultural note: UK has a benefit called "Housing benefit". It pays rent for people in certain circumstances. Years ago people renting from a private landlord had limits imposed about the size of property they could rent - they were not allowed to be over accommodated. (Or they could be, but they wouldn't get that rate for the property and they'd need to make up the difference). Recently this rule has been applied to people renting from the public sector - local council housing and housing association properties.
In theory it creates liquidity in the property market, and makes sure people are in the right size homes and getting the right amount of benefit. In practice people who can only afford to live in council housing cannot afford to move, even if there were other properties available for them. (And there usually aren't, and even less so now that so many people are looking to move.)
In this situation a nudge would be finding the sticking point of why people stay in properties with too many rooms and finding a way to help them move. Offering to ebay extra possessions, allowing them to fit into a smaller home, would be a nudge. Offering help with removal vans or other logistics might be a nudge.
Cutting benefit to poor people is a kludge.