Not all EVs have an "auxiliary internet connection". My car only has a SIM for an one-way SOS button.
Tesla is the only one that has it in all cars, because they use their fleet to train their neural networks.
I'm pretty sure you can opt to not pay the monthly fee to have an internet connection in your car, if you get a Tesla.
I'm not familiar with the option, but that doesn't sound like it garauntees that Tesla won't still use it for their own purposes.
There's an option to limit data sharing as well.
Unfortunately this has become a standard even for ICE cars and producers are considering this a selling point. "Hey Google, feed me with sponsored POIs as I drive through the city". Just imagine... an unskippable ad on the dashboard touchscreen.