At the moment, I don't think that a government is concerned with that, but I would say this, if a government really wants to do that, I would say that they have such capacity to do so. The government holds the most people in one country, including the capacity to use any technology they desire to better their interests even if its means invading one's privacy and looking into his dealings, including his cryptocurrency dealings, most especially if you are in technologically advanced countries like the USA or China.