The protections you're saying means zkSNACKs isn't spying on Wasabi wallet users but they don't know which info's being kept by blockchain analysis companies or what they're going to do with it. They haven't said if they're using Coinfirm or other but it doesn't matter if the personal data gets in the hands of different players that way user will never discover who's spying on them.
zkSNACKs can't provide any info to blockchain analysis companies because the Wasabi client itself prevents any info from being leaked, so you don't have to worry about what they are going to do with it. You can verify that zkSNACKs is never able to collect any info because the Wasabi client is open source.
It's an advantage to have access to all of the open source code for Wasabi wallet but we don't know what's happening to data inside zkSNACKs servers so independent audits would've reassured Wasabi Wallet users.
What is happening in zkSNACKs servers doesn't matter because your open source client is what enforces your privacy, not their servers.