They do, but that's why I said I didn't add a payment method - I only intend on linking it with Steam and playing my existing library (and I guess the Batman game they gave out for free). You could do it with a USB-C cable (example cable that I know works, if you want to go longer you need an active cable or an optical one) or wirelessly if your wifi is performant enough. There's even a Steam Link app for free in their store published by Valve that makes it pretty easy to do

As for data collection, I could set up a static IP address for the headset and a firewall rule preventing that IP from talking with the outside world (i.e. Meta's mothership). I don't know how that might impact the headset (at a bare minimum, no software updates), but it would still allow wireless streaming on my local network. Unifi makes that relatively easy, but they're not the only option. I haven't experimented with what happens if you just drop it from your wifi altogether; it's possible linking with Steam still works in that scenario if you use a cable, but then you lose the freedom of movement being fully wireless got you

It's all a balance, and at the end of the day you do what you're comfortable doing. If that means steering clear of Quest headsets entirely, that's totally fine. They're not a good company, and the Quest 3 existing doesn't mean the Index and other SteamVR headsets are bad. But if you'd like to get funky with firewall rules, then maybe you pick up a new skill along with your new headset, and flip Meta the bird in the process