I want Intel to improve the driver stack I use on my hardware, and if information how I use their graphics stack is useful for that, cool. I continue on my usual usage, and Intel gets data on how to improve the experience for free.
How does anyone expect software to improve if nobody gives feedback? Ya'll know those website surveys, bug report apps in GPU control panels? If people used those, maybe secret telemetry wouldn't be required. It's easier to complain vaguely online in random communities.
Data collection isn't going away. Nor is it inherently harmful, unless you feed into the idea you're intentionally using hostile hardware and software for some reason.