Well, if you like your privacy, it's probably important to have something to prevent applications from phoning home. All the microsoft software, for example, spends an inordinate amount of time doing this. Part of the microsoft philosophy. That's why it takes so long to shut down. It's calling Bill Gates. That's why windows is so virus infested: it has lots of holes to call home with.
There is an app called little snitch (
http://www.obdev.at/products/littlesnitch/index.html) that lets you know when an app is trying to phone home. Essential if you like your privacy.