I dislike the firesticks also - the ads and performance are not for me. I got my parents one and it's fine for them.
All the big corporate companies do as much data collecting as possible. Microsoft do similar sneaky tricks in their Windows Updates. You can change privacy settings on your machine to stop data collection, but they have often changed these settings as part of Windows Update which toggle data collection back on again. They don't tell you they have done this either.
This is why I love the open source world. I only run Windows for my gaming PC and do nothing else on it. I wish I could run Linux on it, but a lot of games will simply not work on it. I'm hopeful with the success of the Steam Deck (Linux based) will improve the desktop gaming world for Linux.