They have two privacy policies. The one which seems to cover their web site [1] and one which I assume is for their devices [2].
The latter says the following:
> We collect such non identified information concerning the Application:
> […]
> Usage Data includes information about how you use our Application. By Usage Data we mean: how you use your book library, information concerning which buttons on the Application you click, which you do not, how often do you use buttons, turning on/ off the device, setting font options, changing the interface language, sending archive, changing the library settings, setting the read mode. We collect these information to make our Services better for the end-customers. Understanding of your usage preference give us the opportunity to develop better Application, which will have higher reliability, usability, compressed functionality and extremely easy startup.
The first privacy policy [1] though says they do not collect any "Special Categories of Personal Data about you".
[1] https://pocketbook.ch/en-ch/privacy-policy
[2] https://pocketbook.ch/en-ch/reader-mobile-privacy-notice
With a pocketbook, you connect it and it is like you attached a USB stick.
Also, android encrypts the filesystem by default these days I believe. So unpowered fs access is a no go without a lot of work for a very niche use case.
Security doesn't really matter on a somewhat dumb e-reader though, so seems like sensible defaults for the respective devices tbh.
You can download your books as you want and copy them to the device in many ways, including connecting the thing via USB to your pc and using it as an external storage unit. Sounds trivial but try to do that with a smartphone.
You can buy books from their shop if you make an account, but it is completely optional.