Direct link to the CRA response http://www.cra-arc.gc.ca/gncy/sttmnt2-eng.html "Regrettably, the CRA has been notified by the Government of Canada's lead security agencies of a malicious breach of taxpayer data that occurred over a six-hour period." That seems to be implying that another government agency (RCMP? CSEC?) monitors at least the CRA network and does some kind of deep packet inspection and/or packet loggin…
Also, the US may be similar to Canada in this respect. I believe the Department of Homeland Security[0] handles a lot of the network security for much of the federal government.