First of all, why would anyone even care about you enough to want to steal whatever health data is available? Is there any particularly sensitive personal info stored there?

Second, presumably if one gains access to the device through a sophisticated hack they'd probably also be able to exfiltrate data without having to alert the user.

With all of that being said, I wish there was some sort of black box mechanism for logging certain events in such a way that the device itself can't tamper with it. That way you'd have a log that can be easily analyzed to judge whether or not a hack is likely to have taken place. Right now if you open the syslog on an Apple device it's filled with so much crap that it's basically impossible to detect if anything nefarious was likely to be happening.