It only goes to Amplitude, and only I have access to it there. Your data is not shared with ad networks, Google, Facebook, or other internet surveillance giants.
I understand if you don't like this tracking. I often don't, either. It's a tradeoff between making useful usage data available for apps you like, and not wanting to share your every move with all kinds of big companies. You should decide this for yourself.
You could just limit cookies in your browser. Read more about cookies and how to disable them on cookiesandyou.com.
You can also install an ad-blocker, which often blocks tracking as well. I use and recommend AdGuard on Mac, which is free and easy to use. On iOS, I use BlockBear. On other platforms there's probably something similar.