Considering the NSA probably doesn’t allow an electronic product to be sold in the US without a back door, and every square inch of the surface of the US is probably being imaged by satellites, its not like this presents new risk to you.

Generally, they have special computers that basically self-destruct when tampered with, that handle transferring key material. It's in the Apple design docs if you read them.

Apple really tries to get this right. Some countries(like China) require the computers to physically live in the country, so there could be special implementation details that alleviate some of those security guarantees, but we don't really know.

Of course, if you live in China and rely on any vendor that operates in China to protect you from the Chinese govt, you probably are wrong.

This is true of literally everything with a modem in it. Tracking via tower triangulation has been around for 20 years or longer. Also the entirety of your browsing history is tracked and logged by your ISP and also given to three letters agencies. And companies like Google give basically unrestricted access to all your data. Nothing is private anymore.