That's not really true. As long as you download the source files from their GitHub page and compile it yourself, you can check the code that runs on your own device.
I.e., you can read for yourself what information is sent out and what stays local.

However, the tricky part is that there's no way to tell what they are doing with the information the application does send to their servers.
Some information has to be sent for it to function, and it can definitely be used maliciously. Many users here agree with me, that after the statements Wasabi officially made, we know for a fact that they do act maliciously in terms of Bitcoin's original vision of freeing people from censorship and surveillance.