Disable "datareporting.healthreport.uploadEnabled" and Firefox will not send telemetry data around. But users cannot be expected to mess around in about:config, right? That why there is a checkbox in the Firefox preferences just for this. In the Privacy & Security tab.
Also, when you create a fresh Firefox profile (e.g. when you use it for the first time), it will open their privacy policy page, with a somewhat hidden button that brings you straight to those checkboxes. I don't like that it's a bit hidden now by default, and they could do better there (and actually did better in the past, where there was a very visible popup asking you about this stuff).
As for "they should test this!": Right, and they do have unit tests[2].
[1] https://firefox-source-docs.mozilla.org/toolkit/components/t... [2] https://searchfox.org/mozilla-central/source/toolkit/compone...