To me it's the law of diminishing returns. $1500 for a receiver is nothing compared to paying technicians 24/7 to sit and listen to hams talk about the weather and their latest antenna project. I bet that in this day and age, these guys are focusing all their efforts on cell phones.
Also, if you're a terrorist or spy organization, HF communications comes with certain problems: antenna farms are difficult to hide and it takes a fair amount of training to create a competent radio operator.
I doubt they are listening to licensed hams having rag chews. But a lot of communication still happens via HF and some of that communication can be carried out by some rather unsavory folks. That's why when you look at the higher end receivers, you often see two models. One for consumers and one for government use that needs proper documentation for purchase.
The NSA may not be listening to hams talking about weather, but HF communication monitoring is where they got their start.