Yeah I think a lot of privacy advocates like to pretend they are some high value target. A nation you don't live in, that has no use for information about you is collecting information on you. What is the problem that wasn't there before? I can at least understand a principled stand of not wanting cloud connected cameras or microphones, but the China hawking is just ludacris.
It really depends. Where I live there is a large Chinese expat community, including many democracy activists from Hong Kong, Falun Gong practitioners, anti-CCP critics, and other expats who left China out of fear of persecution. They do have legitimate reasons to worry about the Chinese government tracking them down[1], and now they have to worry about whether their friends who invite them over for tea have a Roomba at home.
But if you live in an area with little exposure to these communities, I doubt the Chinese government would care about your private information.
But no matter who I am I certainly wouldn't want North Korea to have my private information, because they'd have no qualms about finding ways to use it to empty my bank account.
[1] https://www.cbc.ca/news/world/chinese-spy-speaks-out-enquete...