It’s an interesting thought but no, I don’t feel like I’m being watched over. However, when I screw-up my ever-present and most thoughtful inner critic is Johnny-on-the-spot to ensure I punish myself thoroughly. If I do a good deed or do something well on occasion I only have myself to congratulate. Either way, no one and no thing notices or cares.
In my thoughts I have seen rings of smoke through the trees
And the voices of those who stand looking
—Led Zeppelin, “Stairway to Heaven”
If you don’t like the feeling of being watched, stay away from the Santa Lucia Mountains.
When I was a child I had a gang, seven of them, of imaginary friends. They were always by my side Giving me advice, warning me not to do certain things. And if I did something right, they would cheer me on.
Of course I grew out of having imaginary friends. But by doing this I think I did something to my brain. Perhaps develop certain synaptic pathways that causes me to feel like I’m being watched over.
Fortunately, in a good way.
That reminds of the time my husband and I visited Petroglyph National Monument in NM. I don’t remember which we went to, but it was just a short walk from a visitor center, and a fairly short circular path.
It was obvious that some of the boulders had been moved to create the path and make things more visible. It started as an interesting walk, but about 1/2 way through I suddenly wanted OUT of there. I can’t really explain it, but I was seriously twitchy and uncomfortable. I was unwanted, an interloper, and the further along the path we went the worse it got. I quick-marched myself out of there.
I’ve never experienced that before or since, and it was creeeeepy!
Well, when I’m having a conversation on the phone that doesn’t have the name “Alexa” in it, and Alexa suddenly comments on something I said, it creeps me out. 
This is closer to how I may sometimes feel. Like in a very abstract manner. Sometimes I feel like more than 90% of the people in the world are NPCs and act like one. But I don’t feel like I’m being watched over in any meaningful or even impressionistic sense.