ConsenSys, developer of MetaMask, has updated its privacy policy. Now, if you are using RPC from the Infura provider (the default), then MetaMask will collect your data when sending a transaction.

If you are afraid for privacy, you can change the RPC provider to Alchemy

Instruction: https://docs.alchemy.com/docs/how-to-add-alchemy-rpc-endpoints-to-metamask

Or use other wallets, such as (Trust Wallet/Block Wallet)