Mine got an update with service recently. It now nags me about my opt out every time I start it. Luckily, I don’t have to dismiss it manually, it goes away on its own. Before the update, however, I was never reminded it was disabled.
Anti-theft location reporting is a feature I pay for, as well as the ability to remote start out of range of the key fob. (Setting temperature before leaving the office is preferable to getting into a 130F car.)
I did briefly see what it does with the data sharing off, and it's basically the same message, but iirc there's an additional button to visit the settings.