If you want true, verifiable privacy and control, it's not an Apple TV that you need. Any old laptop or desktop computer can be used to stream content from the Internet using a Web browser or other "apps."
Trifecta: Piracy + Local media server + Streaming device, either Apple TV/Android TV (without internet access).
No loss of quality, devices that could spy on you, don't, and those that would spy on you, can't. The only trade-off is some convenience.