⭐ Merited by dkbit98 (1)
If they lie about this, the real question is what else do they lie about that is less obvious to see?
"We keep your information safe." 
It's possible that everything will be connected with ledger live app, and anyone using this application will have their IP recorded, along with wallet address and now with this new card.
If you use Ledger Live, then I fully suspect that this is already happening.Out of curiosity, I went and had a look at the Ledger Privacy Policy, since I've not paid it any attention in some time. It's worse than I remember, or perhaps it has become worse since I last looked at it. Examples include:
Quote from: https://shop.ledger.com/pages/privacy-policy
In order to gain access to third-party services through Ledger Live, you understand and acknowledge that your location information, including your IP address, may be collected on behalf of and checked by selected partners in order to meet their own AML/KYC requirements.
With no way to update the firmware or the apps on your Ledger device without going through this piece of software, then it is essentially impossible to use a Ledger device privately.