Linux distros log a TON about what you’re doing by default.
Tonnes of software uses systemd-journald to log errors, the bash shell saves everything you type into the terminal, and wtmp, btmp, utmp all track exactly who is logged in and when, and the kernel uses dmesg to log a bunch of stuff.
While the system isn’t sending these logs to Microsoft or Google, anyone who gets into your system like police or hackers can see almost everything that you have been doing.
If you want to be private, you must disable them.
Unfortunately, this global version of panic stick is really lacking. The US market version is really just a rebranded shotgun, which is far more effective. Even the EU version is a bit better, it has a grippy rubber handle and comes with a 2 year warranty.