The power companies were actually trying to get a license to provide internet to customers a few years back but it was denied by the FCC. Why? Because intelligence did not want the cat out of the bag about how they can access devices through the power line without you being connected to the internet via conventional means. The government can spy on you through a device the moment that device is connected to a power source. Especially, if the power source is monitored by a smart meter.
To take that previous example about connecting to devices through power lines a bit further: If an agent needs access to a computer held by a terrorist in a country without smart meters, they have to use actual feet on the ground with access to the terrorist power in their building or home to then connect a device to their power line to gain access wirelessly from a safe location to hack their computer the moment it's plugged into power. The terrorist thinks they are safe not connecting to the internet with that device with sensitive information but they are sadly mistaken.
I was actually curious about how ZEN was going to pull this off with PRIVACY of all our data. Because I "KNOW" it's NOT possible without a hardware device that's encrypted before it's connected to any other device. Yes, ZEN would be able to keep users data private from most people. But from governments or institutions with the means and the knowhow to see our data, it's not cut and dry as most people might think.
Thanks for providing this tech insight on ways it is possible to spy on your PC without Internet. As far as I know it should be also possible by remote recording whatever appears on your monitor from an equipped van in the Street, and other even more astonishing tricks.
However it must also be noted that this would usually not happen to people, unless these gov people are seriously after you, in which case you are probably screwed anyway. In other words the problems you mention would likely never be a problem for most of the people, just for a few of them, eventually. 99.99% of the people using ZEN would likely be protected from mass surveillance.