Sorry to break this, Roku is about as bad for ad data sharing / tracking: https://advertising.roku.com/advertiser-solutions/oneview - any time you hear things like ‘full funnel attribution’, there is a good amount of adtech in the background.

As far as I know, Apple TV doesn’t do this, and Kodi + Raspberry Pi seems clear of it too.

For my part, I don't much care about the data sharing. My issue is that our smart tv has ads and the default software is terrible. I can't believe I spent so much money only to have a measurably worse experience. I ended up buying a Roku just because the software is easier to use than the junk that LG shipped. I use 2 other HDMI ports for different games consoles, so the "smart" tv is just a source of aggravation, and I feel insulted whenever it ends up in the default software and they show me a goddamn ad.

Maybe I should have gone with Kodi.

Kodi + Real Debrid on a Chromebox is pretty amazing.

If you care about privacy but still want to use something off-the-shelf, go for an Apple TV rather than Roku.

Apple is part of NSA's PRISM according to Snowden leaks.

If the data isn’t being collected, PRISM doesn’t matter.