There are concerns besides spying if you really don't trust the source of an open model. One is that the training incorporates a bias (added data or data omission) that might not be immediately apparent but can affect you in a critical situation. Another is vendor lock-in, if you end up depending on specifics of the model that make it harder to swap later.
It goes for all models though if you are looking at the values argument that original commenter made -- western values are probably more aligned than authoritarian governments - even if you do have your concerns about western companies. At least thats my read on the situation.
That's true regardless of the source, of course.