You have to do this as part of your configuration. Alongside that configuration, you can change a single environment variable to turn telemetry off.
> but things slip through the cracks
I don't see how negligence is a valid counterargument. You could use the external repository by mistake and do far more damage. Are you more likely to forget about the the telemetry opt-out? After all this fuss I doubt it.
The root comment also claims that Microsoft refuses to engage and allow the removal of it. The environment variable exists, Microsoft has clearly engaged and allowed the removal of it. This comment chain is FUD.
Finally, if you really care about privacy this much you should be building things from source. This applies to .NET Core as much as it applies to GCC. .NET Core is open source, so this is absolutely possible to do.