All speculation. You gave them your phone number (which also means your real identity), so you should assume they have it. And because its a US-based company, it must adhere to US laws including key disclosure laws, which make it illegal for any signal employee to tell you that any US government agency has asked for this information.
https://en.wikipedia.org/wiki/National_security_letter
So the data that would be captured here is a network of hashed phone numbers and literally undecryptable messages
With this data you can build social networking graphs: who is talking to who, and when.
Also this is all the more suspect when you consider that US military / government agencies like OTF fund signal, and constantly try to push signal in privacy spaces.