The tracking mechanisms are often disclosed in product documentation, though maybe not by all manufacturers.

These are a great example of what Benjamin Mako Hill has called "antifeatures".

http://wiki.mako.cc/Antifeatures

(The original definition is "functionality that a technology developer will charge users to not include", but that might suggest that a product version without the antifeature is always available, which is not necessarily true, especially for DRM and surveillance-related antifeatures. A more general definition might be a product feature that required a deliberate effort on the manufacturer's part to include and that users view as decreasing the product's value.)

You're getting more than you paid for, and it more or less prints "as advertised". It's diabolical, but it's unlikely there's nothing remotely at the "breach of contract" level.

No.