But specifically Windows has the track record that it will do this, and when you attempt to stop it, it will attempt to go around you and keep doing it. Random drivers and Raspberry Pi firmware do not have this track record, and so saying they "all pose the same danger" is technically accurate, it's disingenuous to the point of being borderline untrue.
While the argument often seen from the FSF - that all non-free software is dangerous - is technically true, it's about the same level of true as "all software is dangerous if you can't read the source code," in which case, all software is dangerous to everyone who isn't a software engineer.
Even though all non-free software has this issue, we should still be vigilant about fighting and curtailing it where we can. Proprietary software isn't going away, and the harm is real, so we need to encourage its lessening.
And even everyone who is, unless that engineer understands every language and hardware component in play, and is able to spot subtle vulnerabilities at a glance.
You have to have some level of trust. That trust should have a pretty high barrier, though.
FOR ME, one of the biggest things I look at is motivation. This often means looking at business models. We've seen where the race to the bottom for laptop prices gets us. I'd rather buy a laptop from a company that makes money off of selling the hardware, itself.
In my opinion a better tool would be a legal framework to limit companies what they can and can't do. For example EU GDPR is much stronger factor in limiting what companies can do with personal data, and it forces companies to provide opt-out option (and proper opt-out, not like "we use cookies, if you don't like - please leave"). The reason why EU GDPR is not a joke are fees - 4% of global revenue (or 20 million EUR, what is bigger), so companies are forced to comply. I would love to see a proper legal framework for opting-out from tracking, but looks like it will take another 10-20 years to develop it :(
A much better example is the new telemetry in OS Chromium, OS .NET core, and OS VSCode.
Finaly a computer I fully control. :) Next, I'd like a tablet I fully control, without all the complexity of Android or traditional Linux desktop environments. Nice small userspace with small tablet GUI apps + HW access server, written in C. All snapping fast without a crazy-bloated SDK. Something that can start in 3-4 seconds including linux boot.
And what closed source has to do with it is this: if you try to do this stuff in free software, people can simply remove it and distribute the clean version.
Any closed-source, non-free software - drivers, productivity tools, games - all pose the same danger.
And it's not just software - binary firmware blobs (including ones found in most ARM-based SBC, such as Raspberry Pi) should be seen as potentially dangerous. Not to mention Intel's Management Engine and such.