Seems extremely unlikely that such a trick could be pulled on Pi made in Wales. No matter where they are made Pi are in the hands of millions of nerdy geeks, someone would notice.
I have yet to see any confirmation that this Bloomberg story is even true. Surely it would not be beyond the wit of man to get hold of an example of such a backdoored motherboard and lets some security guys look it it over.
We have so many vulnerabilities and back doors in all our devices now a days, by intention or accident, that I'm not inclined to panic over this story.
Yes, we do worry about China being a bad actor. And the NSA, GCHQ, the pesky Russians and everyone else. If backdoors are there bad guys will find them and try to use them to empty you back account or other misdeeds. Even if it were something as "unimportant" as the Pi, that might be a little crack them leads to greater access to your stuff.