The hoops you have to jump through on azure data studio is rediculous. It has a popup saying it is tracking you but instead of asking or providing an opt out button it has a wiki page describing a config option you have to manually insert into a json file and restart the program before it will stop tracking you. By that point it has likely uploaded all of your data anyway.

Yeah, I just went through that a few weeks ago. It's really user-hostile. It's like they know exactly who cares about that kind of thing, hide it perfectly from the users that don't, and then do a bunch of stuff to piss off the people that do.