Re: Dear Digital Citizens Alliance:
Well, that's a simple explanation: they closely guard your data because it's commercially valuable, so it only goes to "partners" that pay for it. If you get a third-party box, then the third-party could get that data, and then the CableCo won't be watching over your data to make sure it only falls into the "right" hands.
Ergo, (some of) their profits your privacy is at risk.