Just unlock and root the thing as soon as you get it and Xiaomi will not get any data - either put LineageOS on it or de-fang MIUI by removing the nasty bits. Don't use the phone with a logged-in Mi account, the only valid reason for using the Mi account is to get the unlock code. Once unlocked and rooted you can remove nearly all the Mi-account-related parts from the phone as well as the ad-related APKs. If you happen to disable debugging over USB (adb) you can re-enable it without using a Mi account (in a terminal, use root):
setprop persist.security.adbinput 1
setprop persist.security.adbinstall 1
Open /data/data/com.miui.securitycenter/shared_prefs/remote_provider_preferences.xml in an editor and add <boolean name="security_adb_install_enable" value="true" /> before the closing </map> tag. Reboot the device and voila, adb works again....or just install LineageOS and be done with it, you'll probably end up doing this anyway so why wait?
https://knowthechain.org/wp-content/uploads/2020_KTC_ICT_Sco...
"engaged with knowthechain: No"
So, basically they got no data, and had to assume the worst.
I'm sympathetic with Knowthechain: they don't have an easy job, they have to be able to reach out to any company in the world and get an answer...
But I also think that this doesn't mean much.
Though they're still immensely popular here in Russia.