Just from a couple months ago: "And that’s where streaming TV company Roku comes in. Today, the company is introducing a new measurement suite called Roku Ad Insights that lets brands and agencies measure how effective their marketing is on OTT in four ways."
You really should assume that any app you run on any device is gathering data about what you are doing. Could be used in house and/or sold to third parties.
I totally agree, though my only exception is for Roku TV devices. They're essentially a flat-panel LCD with a Roku permanently stuck in the case with software that supports different inputs as "apps." I've been doing some packet sniffing and, so far as I can see, my TCL Roku TV doesn't do anything different on the wire that my Roku Premiere does.
...you should turn that crap off and replace it with a Roku, Apple TV, Fire TV, or anything else external. The Amazon app on our Vizio was so out of date that it literally couldn't connect to Amazon's API. Later updates fixed Amazon but enabled some flat-out 1984 level spying: https://consumerist.com/2015/11/09/vizio-smart-tvs-are-watch... . That's when I hard reset the TV, banned its MAC from our Wi-Fi, and started treating it exclusively as a dumb display for other devices.
Under no circumstances would I give any smart TV Internet access. It's not that I have great trust for any of the settop box manufacturers (although Apple's been doing a great job here), but I actively distrust all TV manufacturers.