I don't own one, just a fun little DJI Mini 2, but it's only a matter of time.
The US isn't the EU, but I have negative trust in DJI (that is, I assume they're doing dastardly things with their huge firehose of data) and figure Skydio has a reputation to maintain if they want to differentiate, so neutral and even slightly positive.
I hope Skydio learns from Apple that privacy is something consumers who don't want the cheapest Chinese model of something demand, and does a better and more consistent job of delivering it.