I skimmed through the section and simply assumed the worst, sorry about that. Still, it is closed source, so you just have to trust them, bro, and that’s more often than not the wrong approach.

edit: Skimming a bit more, there actually seem to be some valid concerns around privacy, since TamperMonkey seems to have used (still uses?) google analytics, which is enabled by default, so take that as you will; see: https://news.ycombinator.com/item?id=26057106

TamperMonkey is closed source. I’d recommend ViolentMonkey instead, since it’s open source and is practically identical to the other *Monkey extensions.

edit: To add, the developer of TamperMonkey has also shown themselves to be not worthy of trust; see Wikipedia under Controversy.