The cookie banner is only shown if you are in a jurisdiction where it is legally required. I had to use the TOR browser to get the attached screenshot.

Their privacy policy lies about this, and specifically states "No user content or identifying information is shared with any third-party service." Because of that, I can't say what types of data are shared beyond what is shown in that popup text.

Thank you to @one_old_coder@piefed.social for making me aware of this.