I don’t think so. This sounds like very hard work (expensive) for very little added value to them.

I would think that intelligence agencies have a small group of people thinking about the potential implications of a developed fediverse, but I don’t think that they have invested too much into it. Many of these services are not encrypted and these institutions can likely figure out the physical locations of servers hosting the instances, so from a “national security” perspective, I don’t think that they consider the fediverse a threat.