So, I reset the game and got the initial privacy policy popup, and even though I select no to both options including setting my age to younger than 18, data collection is still enabled in preferences.
Reading the text in the privacy choice dialog it says: "If you select 'NO' we will not collect any of your game data or monitor your behaviour. Using measurement API [...] helps us build a better understanding of our players' interactions with [...] our games. You can change your mind and decide to stop sharing your data at any time. If you want to stop SEGA from analysing your data, you can do so by going to Preferences -> Advanced -> General, and updating your preference."
Well, the data collection setting is not visible under General Advanced, only the two ones I already declined which would lead me to believe that no data collection is done!