Update 12/03/2020: this is not a telemetry, but a kill switch from Colombian carrier - confirmed by HMD. Kill switch will be removed from most devices soon. I updated an article and posted it here.

Original article below:

I have recently purchased Nokia 6.2 and wanted to check if it sends any data somewhere, considering what happened with previous models

First, I noticed approx. daily connection to dapi.hmdglobal.net
This is a Google Cloud that could belong to a company behind Nokia - HMD Global.
But the Privacy policy in my phone only speaks of "activation" process, not of daily diagnostics data.
So I used developer tools to remove the following packages (warning: this may break your device, I am not responsible for any consequences)

    com.hmdglobal.enterprise.api
    com.qualcomm.qti.qms.service.telemetry
    com.qualcomm.qti.qmmi
    com.qualcomm.qti.qdma

Before removing them, I used APK Extractor to save APK files just in case it breaks my phone and I may be able to attempt reinstall. This part comes into play later.
The first was my blind guess about what exactly connects to dapi.hmdglobal.net
The next 3 I found mentioned in various forums for other devices as "safe to remove", however, I have not seen any telemetry sent to Qualcomm or anywhere else, except what I mention next.

After removing these packages, I noticed that there are some remaining unknown connections my device attempts several times per day.
They are all done in same order, one right after the other:

    www.pppefa.com
    www.ppmxfa.com
    www.forcis.claro.com.co

After some investigation, I found that the first two domains point to some Microsoft Cloud servers rented in US.
The last one most probably belongs to Colombian telecom company, and this is where it becomes interesting.
After many hours of fruitless removing of different apps in my attempt so stop it, I suddenly remembered something.
When I used APK Extractor previously, there was an empty first line with some generic icon where an app icon should have been.
I went there again and indeed, this is a hidden system app, that you can not see in the list of all apps in Settings, normally. But it turns out, you can see it in Data usage (after it successfully sends some data using your mobile connection).
The name of the app is deliberately left empty to hide it, but if you click it in Data usage, you can see that this app is co.sitic.pp , which can receive SMS, can make calls, and has access to internet.
As with all Android apps, you can reverse read the name to guess what it is.
Turns out, http://sitic.com.co is a Colombian company, who "are leaders in innovation and create mobile and WEB applications for new products and services." (credit goes to Google Translate)

screenshot of the app with permissions

In other words, this app is a 3rd party telemetry, hidden from user, not mentioned in the Privacy policy, that has access to SMS.
This looks very bad and I really hope this is a malware injected by factory and not something knowingly distributed by Nokia, HMD Global, the EU company.

After removing the co.sitic.pp app, requests to Microsoft Cloud and Columbia stopped.
I was later pointed to a German forum, where (I believe) it was first found in a Nokia 7.2 device.
So, we have it confirmed in 2 devices in 2 different countries.

On German forum they contacted Nokia (I assume support) but got tired exchanging emails for weeks without any result.
On 02/03/2020 I have requested an official reply from Nokia and HMD Global via press.services@nokia.com and press@hmdglobal.com and waiting for reply.
Since I am not a journalist, I may never get one.

TLDR: 3rd party telemetry is found in Nokia 6.2 and 7.2 devices, is hidden from user, has access to SMS, and sends data to Microsoft Cloud in US and a server in Columbia.
It is probably supplied by SITIC S.A.S., a Colombian company, and looks more like a malware than a telemetry.

I often see people complaining about telemetry in things like Firefox and the like, but I've never understood why it was a big problem for your privacy. If it's anonymous and helps the developers do their job, what's wrong with it?

It's obviously bad when "real" data like full names and credit card info leaks, but most data companies collect is probably email address and some anonymous things like which buttons and when the user clicked.

Nevertheless, such data collection, tracking and telemetry is considered quite bad among power users. I don't support those practices either. But I'm struggling to consolidate my arguments agaist data collection. The one I'm confident about is effects on performance and battery life on mobile devices, but why else it's bad I'm not sure.

What are your arguments? Why is it bad when a company X knows what anonymous user Y did and made money on that info? What's the good response to anyone who asks why I'm doing the "privacy things"?