I've been on Playchess for years and have never seen the usage statistics message. I know they track it though -- during various tournaments they have quoted average viewer time on a broadcast, etc. I believe the anti-cheating system basically checks if you are switching between the Playchess program and some other application. I heard that several years ago, so its probably / maybe more sophisticated now.
Quite frankly, for any site you can assume it is tracking your usage. Every time you log in, you leave a record. Ask Holgar or one of the other Playchess operators the next time you notice one online.