What law does it break? And should/does the state have this kind of power to view your private, personal affairs? Can the government also see if I walk 10,000 steps per day?
If the company operates out of California, well, state's rights and that activity isn't illegal in California and there is nothing anyone can do about it.
If the company operates out of one of the states that is making abortion illegal then yea maybe, except that states such as California or New York may make it a requirement that companies collecting such data must delete it upon request from their citizens in order to operate in that state. At which point nobody is keeping their HQ in an anti-abortion state so it probably doesn't matter because there is nobody who can enforce the law. It will just come down to jurisdiction.
But good luck to anti-abortion states in enforcing these laws and trying people for murder or something. State governments are already woefully incompetent at enforcing other laws. I personally will be donating to entities that help fund people who need help covering travel expenses for an abortion.
This point is actually a big part of the original decisions regarding abortion, so the current SCOTUS might very well say yes they do
If they pay for your data (like other entities can and do), yes they can.