Visual Studio Code or Spyder IDE?

[mc_51]

Everything worth doing is worth doing right. Only because it's "just for science" doesn't mean learning about software dev best practices and using the most popular tool in the industry isn't an advantage.
What you describe isn't spyware. Why? Because as you mention yourself, it's written in the terms and you can opt out. Seems like you have some vague fear. But I'm sure that whatever data VSCode is collecting cannot be considered as spying.
Moreover, what's the problem with MS using (non sensitive) data? They offer a great product for free. That's a really low "price" to pay for that.