Smart devices can testify against you: How home robot data is being used in court
(www.the-independent.com)
Valetudo actively blocks the cloud connections. Also, only firmware versions specifically installed with Valetudo is supported (so no chance an update to the original device firmware happens, and does new things).
I think there's a very low chance something escapes to the vendor cloud.
None the less, I personally run these on a separate VLAN without internet access.