Some devices (e.g. a phone or pizza ordering app) require a network connection because that is fundamentally what the device is intended to do: giving you access to a telecommunication network. A phone or pizza ordering app without immediate network access is generally useless.
On the other hand, a TV only needs to receive a video signal to function properly. If you take away the network, the TV is still useful (it can show traditional broadcast-only video, it can show locally-generated stuff (dvd/video game console), or whatever. You might be able to add additional utility to the TV with a network (automatic guide downloads, for example). Adding the network also brings with it the usual risks associated with being on the internet.
Some may find that trading risk for features is useful. A cell phone can have a lot of utility. The problem is when people start adding network chips to products as part of this "internet of things", without considering if the utility outweighs the risks. Unfortunately, there is moral hazard in this assessment: what is good for the end user ("not being spied upon") is in conflict with the business that sees profit in data mining what used to be the end user's private activities.
it will happen anywhere, even if you wouldn't have any "devices" in your home, the "devices" present around, outside of your control, will learn enough about you, and the Big Pizza will buy those predictions to make sure that once you decide to have pizza it is already at your doorsteps waiting. Of course, the same machinery will be used to place police officer right where and when you decide to speed a bit over the limit. They will know you better than you know yourself.