ping is setuid because it, while fairly "safe", requires the ability to open raw sockets. Consequently it needs the CAP_NET_RAW capability, or to be root.
nethogs is different for a few reasons: notably, it not only requires privileged access to the networking stack, but it shows information about other users. On a multi-user system you may not want just any user to be able to see who's using what.
Another reason is that nethogs is a fairly complicated program. Programs that run setuid need to be extra-secure: a buffer overflow, say, could lead to arbitrary privilege elevation. ping takes quite some care to be secure, and even detects who's actually running it to behave differently (ping -f only works if you're actually root, for example). It's easier to be confident about that in a small non-interactive program than in a larger tool like nethogs.
Requiring the user to have root access already avoids those sorts of concerns, or delegates them to sudo. There's no(t as much) concern about privilege elevation when you're already root. In general, programs aren't made setuid-by-default unless it's vitally necessary to their function, like passwd.
That said, on a single-user system, or one where you're not concerned about those issues, making it setuid for your own convenience isn't a significant problem.
