But Coinomi does allow you to change the server it talks to (on the mobile version). Don't trust them for privacy, use your own server.
You can actually install a sniffer on your Wi-Fi and see that yes, once you change it it never talks back to them. On mine it has not pinged back for months except for update checks.
invasion of your privacy doesn't have to happen on every communication. with HD wallets sending the master key (hopefully public not private!!) to their servers would do the trick since they will have all your future addresses and transactions.
and assuming that communication to their servers is encrypted (which it should, using SSL) then you can't "sniff" it anymore. you may just see it communicated which may be to check for updates or may have been sending your information to their servers...