Oh no, MetaMask can share your data with Infura.
This actually could be bad.
First, exposing your IP address makes it easier for Infura, MetaMask, and ConsenSys to impose geo-restrictions on your account. Additionally, implementing new data tracking practices is inconsistent with the decentralized ethos of on-chain wallets.
Not a problem, you can fix that with a different RPC Provider and protect your data from being tracked anyway!
Step 1. Create an account on GetBlock
Sign up for GetBlock:
https://account.getblock.io/sign-up. It only asks for your email address in order to communicate with you. At the same time, you can also register with Google.
Step 2. Grab your API endpoint
After the registration process is complete, you can proceed to use your GetBlock account. You can always make 40,000 requests to all blockchains for free - enough for personal use.
In the "Endpoints" list, please select "Ethereum" as the protocol name, select "Mainnet" as the network type, and click "Get". That's it, your private endpoint (the address connecting your wallet to the blockchain) will be added to your "endpoints" list. Feel free to copy it!
NOTE: This method will work for any blockchain in the "Protocols" list, try them all!
Step 3. Add it to MetaMask
Open your MetaMask wallet, log in, click on the "Networks" listing and select the "Add Network" option. In the Add Network menu, select Add Network Manually. Then paste the endpoint address of your GetBlock account into "New RPC URL" and fill in the other fields.
Thats it!
See more detailed info:
https://getblock.io/blog/how-to-add-getblock-endpoints-to-metamask/