If, as another poster claimed, the data never leaves your device, you absolutely can have privacy. Some people might prefer a stricter form, but it’s not nothing.
A device you own is collecting and using data that pertain to your personal sphere, in ways defined by a vendor, and that you do not understand or control.
From that premise, you cannot hop to the conclusion that the data does not leave the device, because the entity deciding how the data is used is not telling you how the data is used.