It sounds like a conspiracy theory, but it isn't. The pages coming out of your color printer may contain hidden information that could be used to track you down.
See http://www.eff.org/issues/printers and http://seeingyellow.com/
This script helps to detect such tracking color dots in the output of your color laser printer.
All you have to do is:
After installation you'll find this script in the image context menu (right-click) under: Filters -> Politics.