Classic LoJack had good privacy. It's a box hidden somewhere in the car, with a connection to vehicle power. It has a transmitter, but normally doesn't transmit. If your car is stolen, you report this to the police, which report it to LoJack. That broadcasts an ID over a subcarrier of some local FM broadcast station. The receiver in the Lojack unit listens for those IDs, and if its own ID comes up, it turns on. It starts loudly transmitting to units in police cars, giving approximate direction and range. If you see a police car with four short whip antennas on the roof in a square pattern, that's a Lojack-equipped vehicle. It's uses radio direction finding. The vehicle box has no idea where it is. It's a totally independent system - no cellular, no GPS.
So this only tracks vehicles which have flagged as stolen. It's not constantly phoning home.
Classic Lojack is a one-time charge, with no annual fees.
The current product, LoJack AnalProbe™, which they call "Connected Car", constantly phones home, reporting your location, battery level, etc. to the mothership. There's an app to review where you've been. And, inevitably, the EULA says that Lojack may "share information with LoJack’s affiliated companies, Service Providers and/or third parties in conjunction with the Software and Services and for the purpose of providing You with any promotional offers and marketing materials as may be permitted by applicable law."
You get to pay a subscription fee for this.