First thing I did when buying my '21 Toyota was remove the fuse giving power to the cellular modem. Is it still recording my data? Of course, but that's only a worry if I go to their dealership for service. If I ever need to actually do that (recalls for example) I'll remove the DCM module from the vehicle before bringing it in. There's a very good local shop near me that I'll bring it to for normal maintenance before letting Toyota plug in to the car and download my data.
Some vehicles this may not be possible, so if this concerns you, check forums about your vehicle if it is a moving spy machine before trying this because you might end up causing the vehicle to be put in limp mode because of some BS design choices.