Wouldn't appropriate taxation give them reason? Say, for example, buying cigarettes in a US state with a high sin tax. Or suppose a workplace that pays employees in BTC; how do you apply holdings to that?
I would imagine that if it gain significant traction, it would warrant interest.
It's also possible to build an anonymous, auditable cryptocurrency such that a government can verify that taxes on transactions have been paid, but not not know the identities of the transactors unless they don't pay. Which is pretty neat.
I guess I must admit that my original statement came with an assumption of "BTC deployed in the current real world setting." I do agree that given the scenario you and the other commenter provided would not require government scrutiny as they would have no interest.
Though, also both scenarios exist as "what-ifs" of the real world and an ideal world setting for BTC, not an idea use scenario for BTC>