I have seen statements on return forms from lease companies that state that the leasee is responsible for securing data that may be on the HDD.
Regarding the show, CBS producers get paid to make reports for "good TV". I heard about this HDD concern a few weeks ago in an early morning "tip" from Clark Howard on CNN a few weeks ago. I Googled it at the time and found a print article. I think that the concern is valid but I think that it probably the hard way to find personal information. As the producers of the show likely did, you have to first find the machines amoung thousands to find the machines that might have a HDD containing what you are looking for.