With Samourai, you can avoid this by running your own Dojo server. I'm not sure yet how it works with Sparrow. witcher_sense has said above that you can point Sparrow to your own Bitcoin Core instance, but I'm still not sure how it then communicates with the coinjoin coordinator and if it does so privately. If I had a real need to use Sparrow then I would look in to all of this, but at the moment I don't so I haven't bothered.
To retrieve UTXO information, you connect Sparrow Wallet directly to your bitcoin full node. No privacy leak here, except that all addresses of your hot wallet are stored in plain text on your computer. Unless malicious Samourai devs get access to your computer, they aren't going to determine which addresses are yours. But what about Whirlpool itself? Don't we need to share some information with a CoinJoin coordinator, which is known to be run by Samourai devs? Yes, we still need to give them inputs and outputs because this is how CoinJoin works. How much information can they collect about us? Actually, not so much. Like in the case of Wasabi wallet, they can learn that certain inputs belong to the same Tor-identity, that is, the same user. They still can't learn your IP address, and they still can't map inputs and outputs.
Craig Raw, founder of Sparrow Wallet:
If you start to CoinJoin, all of the UTXO information is coming from the same source that it always did. Nothing goes to Samourai’s servers. The only UTXO information you send is to the coordinator, and that’s done according to the ZeroLink protocol, which basically ensures that your identity changes in the middle of the mix. In other words, the coordinator doesn’t know the identity of the client for the final mix transaction that goes out because the identity will actually change via Tor. We created a new Tor circuit in the middle of the mix to ensure that there’s a break in the way that the coordinator can see things. And that’s been well-researched and well understood. That’s a very important part of things is to ensure that the privacy of your UTXOs remains the same.