1 - It is natural for a government agency to watch where criminal activity may happen. And anonymized networks are more likely to contain criminal information.
2 - They are only watching, they can't arrest you or issue search warrents for just using TOR.
3 - If you don't expect to be watched, why are you using anonymizers ? The whole point of anonymizers is to preserve your anonymity even if you are watched. So if the NSA manages to identify you, blame yourself and whatever service you are using, not the NSA.