Even if I had a dumb TV, and a secure trustworthy streaming box, the services themselves(Netflix et al) are collecting the same data, no?
Collecting, yes, but not selling. ONN explicitly says they do so in their privacy policy.
https://onntvsupport.com/privacy-policy
>We may disclose “blinded” aggregated data and user statistics to prospective partners and other third parties. Blinded data is data that does not identify an individual person.
Netflix says - https://help.netflix.com/legal/privacy
We may share information collected from or about you with Advertisers and/or Ad Measurement Companies to select advertisements, and measure and improve advertising effectiveness. As a reminder, please see the Information from Other Sources section above if you have questions regarding the role of Advertisers or Ad Measurement Companies.
Hulu says - https://press.hulu.com/privacy-policy
We may share information collected from or about you with third parties as explained further below, including business partners, social networking services, service providers, advertisers, and other companies that are not affiliated with Hulu.
But, what you are doing, is selling your viewing history to marketers, albeit indirectly. For that $20 box, you are giving away everything you watch, when you watch, and very likely anything that goes through that box.
That said, you might be 100% ok w/that for the price and that's ok. But, you should go in eyes open about what these lower-cost pieces of hardware are doing to 'permit' you to pay less than they cost from competitors who may or may not be doing the same thing.