Ultimately I'm relatively comfortable trading some measure of my privacy for convenient communication with people whose friendship i value and might otherwise struggle to keep in touch with.
If I'd purchased myself a physical good, regardless of it being a sex toy, I'm not sure i would necessarily expect to be entering into the same agreement.
My fridge phones home, but my kettle doesn't, my TV is a CIA outpost, but my wallet is just made of cows and Faraday cages. Granted the app connectivity would be a red flag, but ultimately there needs to be some kind of 'privacy mark' in the same way films carry a cert to allow us all to instantly understand what using it will entail.
For me that is the key difference here, and something that needs to change.