I really don't trust any of them (App or Website), enough so I have seriously contemplated getting an iPod touch or something and tethering anytime I want to use them. But I have not quite gone that far yet.
There are certain conveniences the apps get you.
Facebook and Google have become very good at tracking you across the web. Sniffles has ads (admittedly all of them are to sign up for premium but I don't know how those ads are served... I have not looked).
So add in google fonts or some other tracking mechanism and suddenly you have a ton of data to tie someone too a website that is meant to be anon. (more or less, I know its not quite that simple but I don't think being on the web makes it necessarily any better)