Ideally, one should think that for every dns resolver they use.
As one example, even when a popular configurable dns resolver says they don't store logs outside the EU, they might yet be caching those logs and analytics with AWS and GCP servers all over the world.
Btw, Rethink is FOSS (https://github.com/serverless-dns/serverless-dns), and its deployment logs are inspectable right on GitHub. Not saying you should trust us, but that's already more transparency than most resolvers (speak nothing of vague / cute privacy policy). Any how, our focus with Rethink has mainly been anti censorship / anti surveillance, and nothing much else.