You have to disable the data slurping for each app. The main toggle just governs whether it responds to voice commands. Previous discussion [0].

Separately, the data Siri sends isn't held to the same differential privacy standards as some of Apple's other diagnostics. They just give you a unique ID and yolo it [1]. Unless personalized device behaviors are somehow less identifiable than all the other classes of data subject to deanonymization attacks (demographics, software/hardware version fingerprints, ...), that unique ID is just to be able to pretend to the courts that they tried (give or take Hanlon's razor).

[0] https://news.ycombinator.com/item?id=39927657

[1] https://www.apple.com/legal/privacy/data/en/ask-siri-dictati...