Well, a quick peak at the HDMI specification doesn't show any path for the TV to send control signals to the device connected to it via HDMI, stuff is supposed to flow from the connected device to the display, not the other way around.

(EDIT: as pointed out by @nonentity@sh.itjust.works, there is a bidirectional Ethernet channel in the HDMI HEC, so I was wrong in what I wrote above).

If connected via USB, it really depends on the USB implementation being used. For example, USB devices for controlling stuff (so, remotes, mice, keyboards and so on) implement USB-HID which has no facilities to send data the other way around beyond led light status (which is how the keyboard LEDs for things like Caps Lock ON are controlled).

That said, a USB device can have multiple interfaces with multiple protocols, so it's perfectly possible that Samsung brand devices have additional USB interfaces with either a custom protocol or some appropriate standard protocol so that the USB Host (which in this case would be the TV) can control that connected device and, for example, use that device to send data out via the Internet.

That said, what's more likely IMHO is the TV using open Wi-Fi network access points visible to it to send data out. Also realistic would be for ANY network connected device from that manufacturer to have an unlisted WiFi access point or backdoor on a seemingly password protected WiFi access point usable by devices from the same manufacturer to receive control from the "mothership" and/or exfiltrate data or worse.

In other words, the most likely scenario is that any networked Samsung device connect to that TV by a bidirectional protocol (such as USB) could have code to help other Samsung devices exfiltrate data and receive commands back from Samsung itself, and ditto for any Samsung networked device with wireless capabilities in your house or in radio range of you house (so, that means your neighbours or people just passing on the street). It's even technically feasible for Samsung to have added mesh-networking or receive and forward messaging so that multiple Samsung devices with wireless networking but without a connection to the Internet can pass data onwards until a Samsung device with an Internet connect is found) though these things will have less data bandwidth than a direct connection.

The point is that all this shit being closed-source and even very purposefull encrypted so that people can't easilly reverse engineer it, and given the abundance of Samsung devices out there, it's perfectly feasible (let's just say that there being a will, technically it's not hard) that Samsung has code in all kinds of their devices with wireless connectivity for cooperative surveillance, data extraction and even to be remotelly controlled.

It's also possible that multiple manufacturers have cooperated in doing this kind of shit, which is less likely, though pressure from for example a nation state - * cough * US, China, South Korea * cough * - for something like this would make it totally feasible.