It is the equivalent of installing an app that silently opens every attachment that is emailed to you.
https://github.com/dhowe/AdNauseam/wiki/FAQ#does-adnauseams-...
[1] https://quinnkeast.com/writing/the-possibility-gap-its-time-...
However, I don't see a way to allow that without also making the aforementioned unwanted connections also possible.
https://help.hotjar.com/hc/en-us/articles/360033640653-Ident...
This is a bit better than it used to be. At one point the documentation had a field for User Email Address, and only a footnote in some documentation suggested it be hashed. Still, for a company that chooses to use the feature, the session recording can be tied back to the user account and any data already associated with it.