Some programs collect data or usage statistics and send these upstream (https://en.wikipedia.org/wiki/Phoning_home https://en.wikipedia.org/wiki/Telemetry#Software). Even an automatic check for updates on the upstream website enables upstream to collect more data than some users want to spread.
Ideally the user is informed about the connection and the transferred data. A Gentoo package can allow the user to enable or disable this feature with the useflag telemetry (and phonehome).
Tickets about adding the use flag to a package are tracked in bug #820062
A patch could disable the automatic connection.
Running a program in a Simple_sandbox which does not allow any connection.