FWIW: Skype doesn't say they're using your bandwidth either...
Edit: I had no idea Skype worked like that as well. And I have the same reaction I did when I found out through personal experience that Spotify did that -> ⌘Q - Quit Spotify. I don't need to open my connection to the world and let a program suck up all my bandwidth just to listen to some music I can get from another source. I'm not the only person using my connection and I have other devices that I want to be able to use as much bandwidth as they need. The fact that I can't control that bandwidth consumption at all is bothersome and enough of a negative in my opinion that I won't use the service.
Do you really disagree with the p2p model that provides you with good services essentially for free, or are you getting carried away on the bandwagon? The Spotify and Skype EULAs [1,2] both disclose that they will use your bandwidth to provide the service.
The services provided by Skype and Spotify are way more valuable to me than the value of the bandwidth, and I expect this is the same for the overwhelming majority of people.
[1] http://www.spotify.com/us/legal/end-user-agreement/ (search for "bandwidth") [2] http://www.skype.com/intl/en-us/legal/terms/tou/ (also search for "bandwidth").