Good Old Games, a store for DRM free games, offers a dedicated client to manage a customers collection of games. Their product page even advertises:
Designed to protect your privacy.
We’re not spying on data from your computer.
No data sharing
We’ll never share your personal data with third parties.
Your data belongs to you
With a single click, you can remove your imported data from our servers.
At the same time, there are plenty of connections to insights-collector.gog.com, without information on what is done with this data. The option to remove this data with a single click was not found at the time of adding this immunizer.