Well, the problem lies in your data. Apple does steal quite a bit of data directly; the same goes with many applications you use, but many people aren’t worried about this. Facebook, for example, who was recently in quite a few court cases relating to secretly stealing data, knows more than you think about you. Another “feature” in macOS Big Sur is specific applications being exempt from a VPN or firewall. The massive problem with this isn’t that it stops you from controlling your apps, rather how much of a malware security risk it is. It allows malware apps to bypass the firewall on your computer, which doesn’t exactly fall in line with Apple’s privacy “agreement.”
Many people have claimed that this is just a part of Apple’s analytics and can be turned off in the settings. While you should turn off analytics, this reaches beyond analytical data as it cannot be turned off without third party programs and is most likely meant to be a part of Apple’s anti-malware effort. The fun thing is, you can download what Google and Apple are stealing from you with Google Takeout and on Apple’s website. Most notably, Google tracks everywhere you go until you turn it off, but most users never turn any analytical settings off. Google also saves every google search you have ever made- and deleted. YouTube history, extensions, and much more is being stored about you across all google applications and devices. A lot of this telemetry and analytics can be turned off, but too many people never do it. In today’s world, it is more difficult than not to remain anonymous. Most social media also stores pictures and messages, such as Snapchat and Instagram. This is where the saying nothing is permanently deleted came from, as every tweet and picture you send is stored somewhere. A lot of this data is mostly used for advertising purposes, not nefarious purposes, however. Most of the data, such as microphone recording and google search tracking, is used to present you with better ads that you are more inclined to purchase. The data would be sold to advertisers who then advertise to you, and most people aren’t worried about this, but rather possibly the nefarious reasons for why things like images would be stored for.
And finally, let’s not leave the government out of this either. Famously, Edward Snowden blew the whistle on the NSA and what they were doing. Snowden was a CIA employee in 2013 when he revealed that the NSA was recording and tracking a lot of data. Only one example of what they were tracking was email and contact lists and storing them. They were also, of course, monitoring phone calls made on Verizon phones. What Snowden did is technically treason, although he was never charged with that. He now permanently resides in Russia.
In conclusion, you are and never will be anonymous. Everything you do is stored and tracked, and there isn’t an easy way to stop every single thing monitoring you. There are open-source operation systems, such as Linux, that don’t directly track what you do, but the programs installed will most likely. There is not much we can do, as most of the power is in the corporations’ hands, but turning off all analytical settings is one small contribution you can make to stop the mass data collection we are experiencing today.