In my experience you can typically just pull the fuse for the cell transmitter is you don’t want the vehicle phoning home, though they annoying tend to rely on the radio module for things like carplay and radio so it’s not a perfect solution.

Some manufacturers rely on the same module for the key fob though, so some research is required.

Definitely wish it was just an option in settings, but i’m not sure I would trust it if it was.