Siri Data and your requests are not used to build a marketing profile, and are never sold to anyone.No you don't have to use the default search engine but if you use web results from Spotlight or Siri they come from Google and that can't be changed.
EDIT: Apple accepts a fee from Google for default search status and siri and spotlight search provider to dress this up as anything other than Apple selling their users to Google is laughable.
Apple also reminds users that as much as possible is done on the device, Siri uses as little data as possible to deliver an accurate result, and contents of Siri queries are not returned to Apple.
Source: https://www.apple.com/legal/privacy/data/en/ask-siri-dictation/