Toms Hardware is merely posting the top 25 in their opinion and hopefully they did the research to make sure they can be "trusted". The only one they suggested that should even transmit data over the internet in my opinion is the weather bug one the others shouldn't transmit or recieve anything but what is already on my PC.
If you read the article thoroughly you will have read the portion "when running insecure Gadgets," Microsoft reports. "In addition, Gadgets installed from untrusted sources can harm your computer and can access your computer's files, show you objectionable content, or change their behavior at any time."
Hopefully someone from Toms will reply to this. Personally I don't trust anything from the weather bug but maybe they have changed some of their tactics in the past have led me to wonder about them but even a big name like Kodak has done some nasty things in the past.