The situation here is rather bleak really.

Generally these cars have their own always on cellular data connection paid by the manufacturer. So they don't depend on. Your phone for anything.

What they do is record and transmit any sensor data they can. The sexual activity you mentioned, comes from the sensors in the seats that are required to activate seatbelt warnings, or disable the airbags if a child is in the seat. Data from those pressure sensors can be used to determine if there's a certain kind of rhythmic motion happening in a given seat.

They also collect any and all data they can from devices they connect to. Like phones. So don't use carplay, or android auto. Don't use their app. When using Bluetooth audio don't give permissions to make calls or access contacts.

It should be possible to physically disable the onboard cellular radio. That will prevent any live data tracking. Exactly how depends on the specific car you're looking at.

I would assume the dealer can access and download the data manually. Use private non-dealer repair shops for any regular maintance or any repairs possible.