I'm afraid antiviruses spy on you, especially free ones.
Windows spies on you more than any antivirus software. Windows is a privacy nightmare. Check out the links I shared in
this post. Even if you try to sanitize Windows, turn off all the extra features, block or disable as much of the privacy invasion as you can, it still transmits data back to Microsoft about your device and what you are doing on it hundreds or even thousands of times an hour.
If you are using Windows, then whether your antivirus is spying on you is the least of your concerns.