A few versions ago Microsoft added the Customer Experience Improvement Service to the SQL Server platform. This is the CEIP service, and it comes with SQL Server. It is designed to get telemetry from your operation of a SQL Server instance on your premises. If you have Standard or Enterprise, you can turn this off, but if you use Developer or Eval, you cannot. Brent wrote a short description of this service recently, which is a good summary.
When this first came out, there was a lot of concern with regards to data privacy, but I suspect most of this is overblown. Microsoft is bound by the GDPR, and my conversations with employees over the years have convinced me they take this seriously. Not just the legal staff, but many of the developers were surprised by the detail and documentation that they had to provide in order to gather data.
Microsoft documents about what they collect, as well as the access restrictions at Microsoft and the data retention. I don't see anything here that I am too concerned about, but I do think this is a great template that many organizations could use to document what data they capture from customers, how it is used, and how long they keep it. Whether you are required to do this or not now, I suspect more of us will be required to do this over time. You could start doing this now and be prepared early.
This isn't a fun task, and it's very tedious, but if you capture this data and adjust it as you evolve and alter your schema, it's not too bad. If you also include a place to document this, you can then work on this over time, not as one big, long, really annoying project. As data documentation has become more important to many of the customers I deal with at Redgate, having the ability to work on this over time is helpful in any size organization.