It's possible that they are tracking how many times an installer gets used without violating your privacy. Installers can be shared online or you can install it on someone else's computer. It's not like they are specific to a person.
They promote their product by claiming that it protects people's privacy. They do something that can be reasonably interpreted as tracking (which it is, whether it is download/installation tracking as they claim, or user tracking as some people claim).
For the most part, privacy is based upon trust. Trust is earned. You don't earn trust by doing things behind people's backs or claiming that they are technically telling the truth.