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.
UTXOs being sent to blockchain analysis company has caused reputational problems for Wasabi wallet. It won't sustain a healthy market share of mixers if it can't be trusted.
IMO it's not serious problem when there are so many mixers and other wallet with CoinJoin feature (Sparrow, Samourai, JoinMarket, etc.) out there. Although few of those also have their own controversy and limitation.
I don't like what I've seen about zkSNACKs but they're saying they
don't collect data which is used to identify you. I know it's about not trusting them but we don't know how much.
In theory, networking expert could perform analysis about what kind of data Wasabi wallet transmit and to whom it sent. But i doubt anyone would pay such expert to do that when they could just choose different wallet.
That's true. It's just reminder for OP since he have some privacy concern, but implies that he use Windows OS.