Best solution for this is to stop using ledger wallet, but temporary fix would be mandatory use of Tor or some good open source vpn like Mullvad.
Since their privacy policy use term "e.g." which means "for example", it's possible there are other data they collect. People with very serious privacy concern should setup Virtual Machine which support USB passthrough.
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It seems that Ledger's "right hand" (support department) doesn't know what his "left hand" (programming department) is doing. Constantly confused in their evidence. This immediately causes distrust and doubts about the reliability of this company.
It's also possible they expect most people don't bother read long ToS/privacy policy, especially when the support even say "You can check in the privacy policy...".