Relax guys, I have premium package too and it doesn't send a damn thing to no one. You simply turn it off in the I-Drive if you are so concerned.
Mine sent messages to the dealer when the car was new and I had problems, but trust me no DME code is sent other than very simple diagnostics stuff that they know exactly what is wrong, like bulbs out, fluids low, or car stalling fuel errors.... Yeah my car was infact tuned, and it never once came up that they saw anything foreign. I turned off the call home feature because I am not that lazy, I can call schedule service myself, and don't like the automatic call home thing much.
I value my privacy even if I have nothing to hide.