> diagnostic data collection (telemetry) is not enabled for private builds
> this data collection is covered by windows 10 privacy, You can find the windows 10 privacy statement and details of controlling the diagnostic and feedback settings here.
So if you build from source, you can disable it, and if you don't build from source but install it from the store, then telemetry is controlled by the central privacy settings in Windows 10.
Presumably this would be a problem only if you specifically don't want MS to have telemetry from winget, but you also specicifically want them to have telemetry on the rest of your OS, which would be... weird.