I’ve never heard about any privacy issues there, but, it’s worth keeping in mind
You would hear about it, and as someone happy there, it's a recurring nightmare, but an actual credible threat would be worth so many dollars lost to them that there's a low likelihood. Shit, Torvalds runs fedora, still, keep a weather eye open.
Mostly Linux has the virtue of the many eyes on open source protection, but it's far from absolute, as the rise of supply chain exploits demonstrates.