They could but why would they? Roku sells data on you already and has limited things to gain from teaming up on the off chance you’re using a second source for content. Apple sells on the basis of privacy for a higher price and if they’re getting into that game like Roku they’d just spy themselves and not help a competitor on the chance a consumer has blocked it.

If anything Roku and others being able to say “we have data on people TV makers don’t” increases their own value proposition.

The real risk IMO is on device analysis and built in cellular modems sending this data. That and things like Amazon sidewalk meaning your neighbor’s Alexa device passes it on for a fee. That and just refusing to work without internet of course.