Yes, they do. All antivirus software collects at least some data. But where they differ is where that data ends up and what antivirus company does with it. China has one of the most relaxed privacy laws in the world and the government has access to your data 24/7. There's a reason why none of Chinese apps have any type of encryption. Meanwhile all data collected by EU antivirus companies are kept in the EU which has the very strong privacy laws and practices so nothing can be done without your knowledge.
And in the post above, I'm not talking about spying, rather shady business practices by the mentioned company. It's literal scam, fraud.
zh.wikipedia.org