Well, it's not like Apple doesn't also collect pretty hair-raising information on you. Go digging through some of the sqlite databases on your machine and you'll find eg. a social graph that even supports labels for things like political affiliations (I think this db was the one used by their ominously named "intelligence platform" service). Another db (which I think was for the knowledged daemon) has an incredibly detailed log of everything you do on your computer and phone, including eg. web URLs and millisecond granularity events on when you interact with your devices. Whether that social graph or all that other stuff ever leaves your devices is unknown (although eg. the knowledged stuff definitely does since I can see events for my phone on my laptop), but I wouldn't count on it not being sent to Apple – regardless of what they claim.
And yeah, sure, this is all to make "customer experience" better, but do you seriously believe that's all they will be used for?
Edit: and just as a side note, I'm not basing these claims on stuff I read online, but on actually having looked at the contents of those databases myself
Sure! ~/Library/IntelligencePlatform (associated with intelligenceplatformd) has a bunch with graph.db being the social graph, but with others like behaviors.db and eventLog.db also likely being relevant, and I think ontology.db was the one where they kept more information on the tags available for the social graph. ~/Library/Application\ Support/Knowledge/knowledgeC.db (associated with Spotlight's knowledgeconstructiond, which I think used to be called knowledged in earlier versions) has the other stuff I mentioned.
There's also some system-level things in eg. /var/db/knowledgegraphd/ but I haven't bothered looking into those yet because it'd require disabling SIP.
Oh you didn't waste my time at all, no worries. It's not like copy-pasting those paths from my terminal was all that much work, and it'd definitely have been better if I'd included that info right from the start. Unfortunately I couldn't give any blog posts etc as a source, because as I said it was all based on my own poking around in those databases, but at least I could say where the databases were so others could do some poking around of their own if they wanted to