At very least, we know chosen UTXO for CoinJoin process will be sent to blockchain analysis company. But besides that and their legal document[1], we don't know. And as reminder, Windows OS have poor privacy.

[1] https://github.com/zkSNACKs/WalletWasabi/blob/master/WalletWasabi/Legal/Assets/LegalDocumentsWw2.txt