How many of the people complaining about this have considered how many other companies are probably already probably gathering/reporting back on their web browsing habits anyway? E.G. their ISP, Google, Mozilla, the government...
Valve have, as far as I can see, no great incentive to do so. The information as to which websites I might look at other than ones directly relating to cheating/circumventing their DRM is of no commercial use to them. They're interested in selling games and they make pots of money doing it already. Why waste time, money and effort gathering a lot of data they're not actually going to do anything with?