I think this is an important observation. Those who support the surveillance state are likely doing so for similar psychological reasons as the desire to believe in God: the reassurance that someone somewhere is watching, and meting out justice. And unlike with God, there is no disputing the existence of NSA; whether you have faith in their integrity and supposed mission is another matter.
See also this excellent Venkatesh piece on the relationship between observation and authority: http://www.ribbonfarm.com/2013/03/22/social-dark-matter-on-s...