You did but not anymore :

• Go can be rooted officially
• Quest 1/2/3/3s can be used without account thanks to PrivateQuest
• Quest 3 v78 (not newer OS version) can be rooted via a hack

So yes, by default you are paying with data. In fact IMHO if possible one should not rely on Meta hardware. That being said if you get e.g. a 2nd hand Quest 2 or 3 and use it without an account then you might be providing little to no money to Meta and no data. It's not trivial but it's feasible. Arguably it's even easy for somebody who seriously consider such an endeavor of assembling their own HMD.

PS: Meta has access to the whole device but... they are not owning the OS itself, it's still an Android device. The OS is very much driven by Google. In fact it's quite interesting to consider that Meta failed to develop their own OS and that Google is shipping soon AndroidXR.