That’s the whole idea behind those documentaries: to scare people and promote fear. Good click bait.
Some facts may be true in part or over-exaggerated. Also, there's click-bait, like what we get at MR on a slow news day. 😆 (jk!)
Any queries requiring more external assistance get anonymized.
For example, you want to plan your vacation itinerary, the external AI provider will not know it's you; even more, the itinerary itself may not be available to them in a way they could track you or follow you. Your query may be broken down into pieces and put together internally by your device or by Apple Servers, which will erase the query and any traces after your request is completed.
The good news is that it's not going to be Meta 😁