They also, like any other CA, have the ability to generate keys in your name any time they like. That would have consequences - but so would abusing your private key.

If it's for something where it's that much of a concern (and it IS a legitimate concern, no argument there) then you need a paid certificate anyway - you'd likely want a business name, not a personal one, etc etc......

If we're talking business, you wouldn't be using a free cert from them anyway.