The car's own cellular connection can still report large amounts of telemetry, such as the car's location in real time, how many people are in it, etc. And if modern cars are anything like smart TVs, send "content recognition" screenshots home to infer what drivers use the onboard screen for.
I refuse to drive a car without first unplugging the cell modem; this is more or less easy depending on the make and model, so do your research.