http://blogs.computerworld.com/windows-phone/23446/one-benefit-windows-phone-nsa-may-not-be-snooping-you

Either Windows Phone are really NSA proof, or NSA also thinks (like BlackBerry) that Windows Phone users are minority communityIf you own a Windows Phone, the NSA may not bother to snoop on you, even as the intelligence agency gathers vast amounts of information from apps leaking from iOS and Android phones. In all of the revelations about the NSA and its British counterpart collecting data leaking from phone apps, not a single mention has been made of snooping on Windows Phones.
...
Note that in both instances, what the NSA calls Warrior Pride was ported to the smartphone platform. Warrior Pride is the name of spyware kits for use on the iPhone and Android phones.Windows Phone wasn't mentioned in the slides in the 2010 presentation. Neither were any Microsoft-created forerunners of Window Phone, such as Windows Mobile.
In another set of NSA slides published by the New York Times, the Blackberry and Symbian phone operating systems were mentioned, although they doesn't detail precisely what information is gathered from those phones, aside from targeting Blackberry PINs.
Notice something missing in all this? That's right -- Windows Phone. In all the reporting and all of the documents published, not a single word said Windows Phone or its apps were targeted. Neither was Windows Mobile or any other forerunners of Windows Phone. The reason is likely that Windows Phone simply doesn't have a large enough installed base. So according to these documents, at least, if you're a Windows Phone user, the NSA isn't interested, at least it wasn't at the time the documents were put together.