RED is used by major film studios all over the place, on films that I'm sure many would pay good money to see early clips or b-roll of. If they don't have a concern of RED collecting this, it's unlikely you have a problem.

Not to mention, exfiltrating actual recordings would be crazy amounts of data. Unless you see in your internet traffic that the camera is uploading at several MB/s for hours on end, they're not doing what you claim they're doing.