At work I have used it in some cases when not given the choice.

If some company I am working for is fine with the Windows CLIs telemetry, then I suppose it is up to them, although I'd argue against it.

There's also the rumor that Terminal in macOS has had a handful of developers working on it, at best, over the years. I would bet money that Apple doesn't care enough about it to bother with telemetry and/or privacy policies for it.

edit: use -> choose

wrong, Apple isn't Microsoft

Whenever I do that, I can never decide whether it's me who's using Windows or Windows that's using me :-(