I’m not sure what MDM you’re subjected to but I’ve been an MDM engineer for 7 years using Intune and JAMF and no, no SMS or phone records. Even the phone # is blanked out minus the last 4 digits. Yes we can wipe the devices if it’s lost\compromised but personal versus corporate owned devices are limited. I can’t see what apps you have that were personally installed. And the only info I can get are the device stats (SN, IMEI, storage, battery, memory, etc).

Please cite any one of your sources. I've managed MDM for over a decade and you're spreading misinformation.

Absolutely none of the MDM products on the market allow for the reading of personal e-mail, SMS, phone records, etc. On the contrary, almost every single one provides an information screen during the enrollment that makes it abundantly clear that they do not (and can not) access that data. Moreover, the "wipe" of data is the removal of company data. It doesn't wipe your phone, it just removes the work profile (Android) or deprovisions the work profile and associated apps (Apple). All of your non-work-related data is untouched.

Quick Sources for Intune and JAMF -- do your own googling for others:
https://learn.microsoft.com/en-us/mem/intune/protect/privacy-data-collect
https://www.jamf.com/blog/apple-mobile-device-management-faq/