How tf do you even do that? I get how you would on a stock proprietary OS. But there are open OSes, and then how? Doubt something this complex and autonomous could be hidden like the XZ backdoor. If some OS complies - wouldn't people fork it to remove the malware?
And then there are desktops, which are much easier and more universal to make private...
This is not binary like this either. There are a TON of variables.
All depends on whom you want to be private against, as well as how much effort they want to put into getting your information. There is no "absolute privacy"... But there is "requiring more effort from the chosen adversary than you're worth".