yep cloud everything... noticed a while ago (after installing little snitch) that anything typed (and pasted?) into OSX ⌘-space search also calls out to the cloud to get suggestions. not cool.
This is explicitly called out when you start using Spotlight in OS X, and it links to an option which allows you to turn the feature off. This is a complaint about nothing.
I guarantee you that you did see the dialog the first time you pressed ⌘-Space after upgrading to a version of OS X that includes Siri Search. You probably just skipped past it without thinking and then forgot.
You also get told before you are mugged; telling you about it has absolutely no bearing on whether the action that follows is acceptable.
Even if they tell you about it, it's still a bad idea. There's plenty of legalese that people don't read because life is too short. It would be better if this wasn't the default.
I know, no analogy is perfect. I am saying that getting mugged or having your keystrokes sent somewhere is inherently bad as default and should be opt-in, not opt-out.