I didn't downvote, but I can think of a few reasons.
1) It doesn't add anything to the conversation. Yes the NSA watches everything in some way, saying so is redundant.
2) Presumably the connection is encrypted, so the NSA just sees a long lived connection between your and an Amazon data center.
3) Actively pulling data off of a privately owned server inside the US is a bit (but only a bit) of a stretch for what we know about what the NSA does.
