I'd be curious whether Apple is actually collecting data of nearly the same type or degree as Google or Roku. My guess is they're not.
The bigger issue is that it hardly matters, since every app you launch through your TV streamer device is probably tracking your use to a microscopic degree to feed into their analytics and advertising.
FWIW, the least bad option seems to be AppleTV, at least they don’t sell your information.
Why have the TV connected to internet if you've got a third-party device?
I've got a Sony Android TV that I plug into internet for firmware updates, then unplug and wipe the storage for the "Google TV" app to get rid of the ads it downloaded while having internet access.
(Sony does theoretically support firmware updates via USB, but I couldn't get them to work when I tried.)
As long as people keep paying for ad infested products the ads will get more annoying, aggressive, and invasive until people stop
They're going to replace it with a "Google TV Streamer", more capable and more expensive. I really liked the idea that it just took the bits and put them on the screen, and didn't try to do anything else.