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I wouldn't use Apple TV, Shield or other proprietary black boxes if you want a private setup. Linux on a mini-PC with Plasma Bigscreen, your own over-the-air antenna for local TV, VacuumTube for YT, and the high seas for other content.
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with things like amazon's sidewalk you might not have any choice https://en.wikipedia.org/wiki/Amazon_Sidewalk
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How long until they have built in cellular or use a mesh?
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I'm certain there are a non-zero number of TVs that either attempt to auto-join popular wifi hotspots (xfinity/tmobile/starbucks/etc.) and/or have cellular connections for telemetry.

Thinking more on this I think a business opportunity in the future will be companies that design hardware stacks that can go in random appliances that can gather usage information in the name of telemetry.

I give it +/- 5 years before an OTS coffee maker at walmart phones home.

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So that TV box can phone home instead of your smart TV? What's the point?
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Use a TV box that doesn't phone home, obviously. Also, don't buy a smart TV but a monitor.
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Different homes are being phoned. If that matters.
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