You get the same warning with every 3rd-party keyboard including Swype, SwiftKey and SlideIt.
HOWEVER, the Go lineups of apps are made in China, and they are free. I know Chinese, (I'm one myself.) We don't do things for free. And China is a hacking and cybercrime haven. Wouldn't surprise me if Go turns out to be funded/sponsored by the Chinese communist government to collect and find data that may be used to hack into government and corporations in the US.
I personally would not care because I have nothing that's useful for them. However, if you work for the US government, a government contractor (like defense contractor,) or companies like New York Times (Chinese have been trying to hack into NYT to retaliate against an article that exposes the corruption of Chinese President and his family,) then you really should be careful with using anything free from China and can access you user IDs, passwords and other information.