In terms of telemetry, free software has the advantage over the proprietary counterpart.
It’s a lot more complicated to hide telemetry without the user knowing in free software.
You could always use a network tool, like iftop, to see network traffic on your PC. That could be a way too see if a program is phoning home. But you’ll probably want to use a suite of tools.
Just commenting this for those that may think free software is referring to price.
Free software is diametrically opposed to proprietary software, and not paid software.
Free software is free in terms of libre, not necessarily gratis. And there are corporations and individual contributors to free software that do charge for their product and maintenance of it.