Everything, but EVERYTHING will steal your data. Linked-in? it even saves how much time the user spent in a given page. Facebook / Twitter: same. So... using AddThis just adds another stack of companies peeping that information.
In my page, and for speed reasons (as they will also load a bunch of stuff to track your user, which slows your page speed and responsiveness) I opted to not have those libraries loaded, and just links. Sincerely: how important is for your visitors to know how many people liked that page? While it adds a few cents to "popularity reassurance" I prefer to not give away my visitors information.
In short: If you're using a facebook like button, tweets count, or linked in "copy and paste code", it is the same if you use AddThis, ShareThis or any other social sharing widget (Actually.. with so many entrepreneurs around here: It would be cool to have a social sharing widget that respects your users privacy, I think some websites would pay for it)