There's a major difference. Of course collecting user data has become big business and many companies do it somehow. Either because it's their core business or because they just technically need your data to provide the service you asked for. (Like Nokia/Ovi will have an I of idea where I travel to if I let them read and display the geolocation of the uploaded pictures.)

The difference between a flashlight application for WP7 or Ovi on the one hand and Google on the other is the amount of data they have about me... and the way Google collects it without telling me.
The data an Android-phone may transmit to Google only adds to what they already have. They already know which sites I visit because of Google Analytics and Google Adsense, even if I avoid the Google search engine. They know about my social network and the content of my mails/conversations if some of my friends use Google Mail/Chat accounts, even if I don't.
Now add to that whatever they learn about me if I do actually use their 'free' services (YouTube, search, docs,...).
And then, on top, comes Android: My credit card number for Google Checkout, my phone number, even more information about my contacts if I use their service to sync my data, location info, a profile of what my voice sounds like from processing voice commands.... etc.

Even if I never ever publish my real name on the web or use a "fake" Google Account, they know me as "the person who is on <my carrier/ISP>, lives in <my hometown>, has phone# <my phone number>, regularly visits <porn site> and <leftist political party site>, knows <list of some of my friends> and has access to credit card <my credit card#>." - really, that's enough to identify me and more than enough to keep me worried. Yes, I do know that Google will never search their database for my name, asking what they know about me specifically. But if governments or a secret service ask for a list of, say, "people who know person X and are on the left of the political spectrum", I might be on that list - even though I last saw person X three years ago. (And Google gets suchs requests and answers them - see their transparency report.) Once I'm on that list, they know which database entries they'll want to know more about: "Say, this person with credit card # 123 and phone # 567... what else did he do recently? Do we know if he was in Hungary on Dec. 21st? Did he ever search for one of these keywords? ...?"

Governments wouldn't get these answers from any flashlight application (that I don't use anyway) or from a particular Ovi service that stores location info from pictures I took.

If that sounds paranoid to you because, well, there's nothing you'd have to hide and you're online profile is too mainstream to be of any interest: Yes, today. But what about tomorrow? Imagine you live in Egypt and a year ago, you'd have said: "Nothing I have to worry about, I'm a good citizen! Not only do I have no connections to the opposition, quite on the contrary, every trace I might leave online proves I'm an active supporter of Mubarak and his regime. Hey, records about me could even prove that I turned two activists of the opposition over to the secret service!" - Now. Fine. Times change. We're not so sure if this is true for your data that's stored by Google.