There's a difference between making it possible to put an explicit call to a web site in your project and a library we supply that does so. But you're right: We should probably mention the URL block in the privacy policy too, since you might unknowingly run a project someone else wrote that uses it.
I'm not suggesting that allowing use of third party services is a "breach of privacy"; we're not doing anything wrong. But I don't see any harm in telling people about this.
Right now our privacy policy says
Using our software
You can program in Snap! without providing us with any personally identifiable information at all. We do not record any information about the programs you write unless you choose to save projects on our cloud server. (You can instead save projects only on your own computer). You can also, without providing any information, download our example projects, libraries, and other public media.
I'm proposing to add
Snap! includes the capability for a project to issue web requests to third party services. There are many good reasons to use such services, ranging in seriousness from "tell me a joke" to accessing government severe weather alerts for your location. (In particular, the "World Map" library that we provide uses Google Maps, and the "Voice to Text" library that we provide may or may not use a third party service depending on your browser and operating system.) We have no control over what such third party service providers do with any information you send them; consult their privacy policies. If you run a project written by someone else, it may use web services without telling you so.
Note that in the course of looking this up I realized that World Map was already a similar case.
One might argue that we should ask for confirmation if someone else's project that you run uses the URL block, but that's a separate discussion. Updating the privacy policy as I suggest doesn't hurt anything or cost anything.
P.S. To the team: I keep begging for someone besides me to review our official policies, which right now are just my own opinions. :~(