Would we expect them not to? "An important developed nation is picking a new fighter. Let's know nothing until it's over with." is hardly good stewardship of your own nation's trust and resources. It's the NSA's job to monitor who is friends with whom so policy makers can make policy. That's not to say the NSA should do anything they can. But it is their proper job to spy on non-Americans for America.
Lets take the Turkey case for example. For all intents and purposes, they are a close NATO ally since the Cold War. They were part of the F-35 program, where the specific electronic and radar profile are paramount to the tactical advantage of the weapon system. But Turkey decided they wanted to buy into the Russian S400 antiair system as well (given that their alternatives like Pariot is frankly quite lackluster).
Now lets put aside the potential of hidden Russian code providing telemetry back to the motherland about what is going on. Similar performance information about F-35 detections could easily be acquired through non technological means as well through human intelligence. The entire premise of the F-35 program is essentially that OpFor doens't really have great knowledge in the radar profile of what the F-35 looks like, meaning it could lead to an inefficient deployment of resources/unknown vulnerability in radar coverage.
So much of modern air war doctrine is premised on this notion, that the concern of what nation buys into what system creates systemic risk. If it's a narrow program that is intended to understand potential risk, I think it is easily justified. If it is to try to win contracts for American companies for a profit in a form of state sponsored industrial espionage a la China, I am fully against.