The OP's seems to just have an axe to grind. Step counting and logging has been in place since the M7 chip was introduced with the iPhone 5s LAST YEAR. The data remains resident on the chip for one week before it automatically deletes. Installing a step tracking app can pull the data from the M7, and trace the data back for a full week. Did ANYONE complain about this, or cite privacy concerns last year?
Without taking additional steps, the Health app, by default, only tracks the steps and miles walked (plus altitude if you're using the new M8 chip that comes with the 6/6 Plus). Anyone who's paranoid, can delete the data from the app. But, as mentioned, the M7 chip implemented built-in step tracking more than a year ago. I have not seen any reports of anyone treating this as some privacy breach.
For the Health app, any other health information requires additional signal inputs that are not built into the iPhone. People who use the Health app for more sensitive health tracking would presumably not care that the phone tracks this information, given that they would have already authorized external devices to send this information to their phone.
And anyone who's really that concerned about step tracking being sensitive information that must be protected from peering eyes at all costs, would probably already use a strong passcode to lock their device.