You should assume that Google is collecting every scrap of data they can from nest products and that your data will (or could) be handed over to police and the state with or without warrants and with zero notice to you. There were concerns raised with irobot devices selling the floorplans of your home (https://gizmodo.com/roombas-next-big-step-is-selling-maps-of...) and now its owned by China (Picea) so who knows what they're doing. Roborock is also a Chinese company who appears to have been under investigation in Korea for data leaks (https://koreajoongangdaily.joins.com/news/2025-03-05/busines...).
At this point I'd consider anything not locally hosted (and certainly anything owned by Google, Amazon, or facebook) to be highly suspect.