How? in what way? A car neither has cellular data nor has a fiber ethernet running through it. Does it collect data and relay it to a server whenever like a mobile phone is connected or a wifi network is connected or goes to a service center?
Google your car make and model for a specific version. You might be able to physically remove it by searching for “tcu replacement / repair” etc.
https://en.wikipedia.org/wiki/Telematic_control_unit?wprov=s...
OR your vehicle is hacked.
Better to just never create the data, if we can avoid it.