Nowadays is hard to buy a non-smart TV and that means consumers (almost) don't have a choice anymore. Once that happens, we're at the mercy of manufacturers and we know how much they respect user privacy.
Companies like Samsung are already pushing hard to monetize their TVs, selling ads and shoving them down users throats. Imagine what a Samsung TV + Mobile combo can do to profile users: age, sexual preferences, political views, etc would be very easy to know by the manufacturer.
Going on a rabbit hole around TV privacy, I've read some TVs could connect to a nearby wifi if it's open access, or use HDMI as others pointed out. They can also capture images and sound and send it home to "improve sevices".
I'm not sure how much of the above is real vs paranoid fears, but the prospect of this scenario being standard practice in the future is both possible and scary.
Call me paranoid but to avoid some folk on the other side of the world having a list of what I watch and pictures of my family I use the 'service mode' on my Samsung TV to switch off wifi capabilities and bluetooth. I also factory reset the device every few months. I'm not even sure that protects me 100% but at least I try. Because once your data is on the wild, got knows how secure it is, and what malicious actors can do with it...