Gammy's father in law is from Iran and he has to make a personal appearance in Iran, or use Yahoo Messenger Webcam in order to collect his retirement. Leo says that although they're using an outdated Yahoo messenger, it's impressive that Iran will allow that. Gammy should assume that any web connection over the internet isn't private. At the very least, it'll be noticed by the NSA.
Gammy is also concerned that someone will get ahold of their password. Leo says that's not a worry if he makes sure not to use a public hotspot. The NSA may get it, but they won't use it. They'll just pay close attention to why his dad is video conferencing to the Iranian government.