This is likely the root of the issue, which is that they probably capture all communications, but when they have a foreign target, that is when they actually "look" at the stuff they captured, trying to find stuff "related" to that foreign target.

The NSA at least was supposedly run as a very tight ship (I have no idea now, i have no friends who have worked there recently), so I'm sure they theoretically have really detailed redaction and other procedures meant to keep personal or private info of americans from appearing in reports, but that is not exactly comforting.