You can use Charles proxy to see all the traffic. There’s an iOS app but I highly recommend the desktop app. It helps for greater discovery.

Works for http/s only I believe.

Don't think such an app would be accepted by Apple. Why are using iPhone if you want ownership over your device?

This is a naive response I see given to iPhone users when they ask about how to get a certain feature. It’s obvious no research was put into this answer as a sibling comment to yours clearly helped out by suggesting Charles proxy which is now available natively on iOS.

Well, ‘VPN’ apps that are really ad blockers or data loggers are not allowed on the App Store.

One could argue that your response is naive;

NetGuard is a firewall which allows to allow/block traffic.

Charles proxy only allows you to see which connections are being made. They cannot be blocked, there is no firewall functionality. There is not a single app on the App Store that can behave like a firewall on an iOS device, and Apple would definitely not allow this.

So i personally think he has a point; Apple dictating what you may or may not do with your device, without giving you the possibility to opt-out, is not good. Apples "walled garden" has positive side effects of course, like for example hardly any malware on iOS devices versus a lot of malware/viruses on Android devices.

But still, there should be the ability to opt-out of this when accepting the risks. Without this ability it's much like a dictatorship...

Why would you buy a phone with Google’s Android if you want to block data collection?