In return for what? Google's not profiting off of Google Fonts, because I'm sure that whatever data they get from it could be collected by their other services.
If you're concerned about your own privacy in this respect, you can install a plug-in for most browsers that will prevent a real Referer being sent with your requests. Google will still serve you the web font, they just won't know which page you were viewing at the time.
(I'm not making any comment on Google's general strategy or how many people would actually understand that they might wish to protect their privacy in this way, just pointing out that it can be done.)
Imagine how ridiculous the web would look today if content creators had to restrict the images they used to some common subset of those preinstalled on clients' operating systems.
Would you condemn web typography to the use of "web safe fonts" forever?
Isn't it the job of the user agent to have options to override the choices of a website? Otherwise, the subset of "fonts everybody is sure to have" is just too small.
Why not let everybody have websites look how they want them to look? I'm kinda sad this vision gets so little attention, that instead we all try to push our vision on our visitors. Even if the web turns app platform.. just like we have configurable desktop managers, browser could still let everybody customize how websites look - if only websites could stop with the "story telling" and "experiences", and concentrated on utility and information. We're too addicted too shiny for our own good already.