Your walking style identifies you better than face. Are you going to walk differently once you put a hat and sunglasses on?
They definitely have access to most people's photos - driver's licenses, passports.
I personally don't care if they know where I go in public. They can just tail me if they really want to know.
I nearly always walk around with a 3-d accelerometer which can indeed "phone" home.
Here's the ML extraction mechanism as explained by a Samsung engineer - http://www.slideshare.net/satnam74/the-fifth-elephant-2013-t...