Convergence has a proxy system built in so you connect to notaries via other notaries. It's a rather rudimentary attempt at offering privacy to the user looking up the certificate. It (rightly or wrongly) works on the assumption that people running notaries wont collude.
Perspectives always leaks information about which sites you are visiting to all notaries.
Convergence leaks information about which sites you are visiting for the first time with the current key only if your bounce notary colludes with one other notary.