Greg: Note that Tivo's privacy policy does allow them to collect & use personally identifiable information from the Tivo, for example if you choose to receive a brochure from one of the ads. (You are correct though that the viewing information is not personally identifiable.)
So, it is theoretically possible that included in that information could be the remote control information.
The key to remember to keep from freaking out is that Tivo != the cable company. The cable company would much rather that you pay them monthly for the SA 8xxx DVR box, instead of paying Tivo. So, while it's theoretically possible that Tivo would notice something, it's extremely unlikely that they would tell your cable company.
In the case of the DirecTivo, I suppose that the chances that the content provider (DirecTV in this case) has access to the viewing information is greater, but this conversation is moot when discussing the DirecTivos, since the receiver is integrated in the DirecTivo, and therefore no external converter box is needed (or even capable of being used, since the DirecTivo can only record the DirecTV signal).