Might just be that US companies are known to be subject to National Security Letters

Not really a worry because they cant get what ddg doesn't have.

Is there even evidence they don't keep anything?

Edit: Okay, you can't really have evidence of absence, but good reasons to believe they don't log?

They state all over in their website that they don't log.

Though I have no way of verifying they don't keep logs, if I discover they do: at least I can sue them for it.

For the average user doing average things, how is a NSL worth worrying about? If you are on that radar, you have bigger problems than your search engine.

I think the concern is the breadth of information that the NSA has been known to gather.

This is all speculation (though informed by the Snowden revelations), but if the NSA asks DDG for data for some legitimate reason, it is likely that the NSA would just demand "all" the data, and not a scoped version of it. Meaning your information could get caught up in it.

I agree that for most people this may not be a concern, but if you would like to learn more, privacytools.io has some more information about the "14 Eyes" and other nation state information gathering efforts.