It absolutely does. It could be saving IP addresses when it doesn't need to. It could be censoring without the users knowledge. Given some users priority over others. I would prefer a highly transparent open source paid relay. I think most people if given the option of using a fast paid closed source relay or a slow open source paid relay they will choose the open source one.

Anyways I won't use or recommend to others a closed source relay. If I wanted to use closed source software I would be using twitter. But good luck.