Additionally, you can turn off Siri completely under Siri settings. You can also turn off Siri and Bing/Spotlight suggestions under Spotlight settings. iCloud could also be turned off.
That said, by turning the above features off, why are you using a smartphone in the first place?
Apple has been making great strides in user privacy lately, and I think they genuinely care about our privacy, what with them encrypting everything and not having the keys to decrypt it themselves (so they say).
I choose to trust my privacy with Apple. They've given me no reason to doubt them, yet.
Disabling some of the location services, spotlight suggestions, and all that nonsense doesn't really reduce the functionality of the phone.
Cheap shot but surprisingly close answer: Because I couldn't find a feature phone with decent build quality any more.
Slightly less cheap shot and still remarkably accurate answer: Because almost all I want in a smartphone is the phone itself plus mobile Web access on a usefully large screen.
My interest in mobile devices really has very little to do with apps, even less to do with cloud services, and absolutely nothing to do with "digital assistants".
Big screen, I can understand. But build quality... for $700 you can do a lot better in an expensive feature phone than a cheap iPhone.
To be safe you can also encase the device in a Faraday cage for additional security.
I'm not sure if it would be prudent to place it in one of those electro-static baggies for electronics and then in a freezer, but I saw it in a movie once.
You can also fashion one of those bags into a hat for your benefit, too.