No. No they do not.
There are only 87 volunteers in the country. We had over 220 in Morocco.
You are suspicious for no reason. I could go on and on, but the answer to your question is a flat-out no.
I will add that by being in Peace Corps, the volunteers automatically eliminate being able to EVER apply for positions in intelligence (even far off in the future), just so no one can ever look back and say, "Well, she was a PCV, so she must have been a spy."
Go about your daily business. You're not being spied on.
Edit: Did you actually READ the story? It did not say a PCV was a spy. It said some corrupt person ASKED them (and others) to gather information. They did not do it, and reported the corrupt person. Far away from Albania, too. In 2007.
From the article:
"Salazar [the Peace Corps chief] says she and her fellow staff found the comment [from the non-PC official] so out of line that they interrupted the briefing to clarify that volunteers did not have to follow the embassy's instructions, and she later complained directly to the embassy about the incident."
That's pretty clear.
You're parnoid. And not being spied upon. But feel free to stay away from your helpful PCVs. You sound like you have an agenda anyway.
Peace Corps 07-09