You can connect it to your own Bitcoin Core full node or your personal Electrum server to preserve privacy.
I would go further and say you absolutely
should connect it to your own node. Samourai suffers from the same issue as does every light wallet, in that the entity running the server you connect to can link all your addresses together (as well as your IP, but obviously you should be running over Tor). The only way to avoid this is to interact exclusively with your own node. For Samourai, this means running a Dojo server:
https://samouraiwallet.com/dojo