What do you mean by "worry a lot about privacy"?

If it is a practical view of privacy, like the "I don't want others to know I have foot fetish" kind, or even typical operational security like not letting others know you own something valuable, then the concern is most likely minor. In fact, it may be a good thing that the data goes to China instead of in your own country, because there is a border somewhat protecting you.

If you take a more general approach of just making less data available about you on the internet, for things like targeted ads, AI, etc... Then US or China shouldn't change much and you should avoid connecting your robot to the internet in the first place, most work without it for the simple "clean" function.

Now if you are a US citizen and a patriot, then yeah, it matters.