Yes the NSA can, and has, developed custom ASIC chips. They currently do it via http://www.trustedfoundryprogram.org However I doubt the NSA will ever care about Bitcoin (their primary mission is intelligence, not breaking decentralized currencies). And by the time they do (if they do) it might be too late for them to be able to attack it (the network hash rate might have grown too much, making such an attack too costly).

If anything Bitcoin provides a full transaction record with transaction participant IDs (even if those IDs are not names). It probably helps intelligence gathering.

Thanks.