Don't be alarmed citizen. They only 'know' about your movements if they actually look at them. Until then, they don't 'know' anything as long as it sits in their archives untouched.
These caches of information exist all over the place. While I'd prefer NDA/GCHQ to not slurp and store this stuff at least they have a duty to keep it secret. I am a lot more bothered by my ISP keeping that stuff. They're a lot less competant and have many fewer access controls.