If I were director of the FBI I'd have an internet device secured by the sharp minds I hire. Probably more than one to route through and log packets, especially outgoing ones. I'd think as director of the FBI you could even get something like that setup on your personal laptop. I've been using OpenBSD, Snort, and also FreeBSD/PFSense to monitor my networks for at least 16 years even my own personal ones. The fact such a high profile target (and his team) can't figure out technology in this way seriously let's us know how inept and incompetent they must be.
If he worries someone is watching him through his webcam I wonder how he feels about the microphone? Does he talk about top secret things in front of laptops?