I would not be surprised if most cameras with a smart phone app do this and even the Openhab Cloud does it because if you want easy setup through a firewall then the camera needs to ping home to open up the firewall so you dont need to do complex network setup that most users find hard. It is more of a case of what they are sending home that is an issue and if the camera stops working if you block the traffic with your router/firewall or the company goes broke and closes shop.
Have a look at the first post in this thread to see what cameras are working in the binding and what features are already supported for each brand. The API documents are there so you can check what each camera can do.
You can pick up AMCREST cameras very cheap in packages if you shop around. HIKVISION is confusing as you can get cameras made for the chinese market that have had the firmwares hacked to give english on the menus, but beware as they are done by hackers (do u trust a hacker not to put a backdoor in?) and they can brick or go back to chinese if you upload newer firmware.