HealthCare.gov uses a variety of Web measurement software tools. We use them to collect the information listed in the “Types of information collected” section above. The tools collect information automatically and continuously. No personally identifiable information is collected by these tools. https://www.healthcare.gov/privacy/
Note the last sentence is in bold on the actual web page.
A Department of Health and Human Services organ called the Centers for Medicare & Medicaid Services is responsible for the site. An enterprising HN reader might want to skim through the CMS (very long) privacy impact assessment to see if there are any other incorrect claims about Healthcare.gov: http://www.hhs.gov/pia/cms-pia-summary-fy12q4.pdf
It will be interesting to see if anyone gets fired as a result of this particular privacy screwup. The buck should stop somewhere, right?