As for the data collection you can't opt out of, it's super basic data like your ip and account registration info. How do you expect to use a cloud service if it doesn't know your ip?
Netflix and all other content providers collect "usage data" too, as does the devices these may run on such as "Roku" and other players.
I am trying to think of concrete examples of scenarios where actual harm would REALISTICALLY be done to individual consumers because of Sonos privacy policy.
2. Government compels Sonos to provide data on customers' listening histories.
3. Chilling effect, political implications, oppression.
"Alexa? Send details of my subversive plan to the government!"
"OK Google, upload the audio of the last 30mins discussion with my co-conspirators directly to PRISM!"
"Hey Siri? Which law enforcement agency needs to know about this surprise protest we just planned?"