Linux distros are much better but they can still phone home. Here's one example: https://help.ubuntu.com/community/UbuntuPopularityContest

For awhile Canonical had a deal with Amazon that was highly questionable. https://www.gnu.org/philosophy/ubuntu-spyware.en.html

The most dangerous however is the auto-updates. Even if the software is safe today, how do you know what tomorrow's auto-update will bring?