I don't personally feel it is inherently unethical (open or closed source) to have product telemetry. Of course one can collect more than they need and can certainly do some ethically questionable things with the data that is collected.

Supporting an option to opt-out of telemetry seems to be very ethical to me and in theory open source would allow one to unwind the telemetry so in some sense I think it is more ethical in open source than closed. In practice though I feel only a tiny percentage of people actually inspect let alone modify the open source they use so perhaps there is not practical advantage.