Few things over the past few years have infuriated me as much as tracking and advertising being introduced at the OS level, especially on TVs. I'm looking at you, LG! I will gladly pay more for a TV that doesn't try to advertise Roku's streaming service to me or track my kids' watch history. Seems like they are few and far between, though.
The best thing we have been able to come up with is leaving the TV itself disconnected from the WiFi and using an Apple TV for smart features/streaming. I'm sure they're still gathering data but it's at least not as blatant. It's a real crapfest for the consumer at the moment.