The part where playing audio, including that from 3rd party sources, doesn't need Sonos to get any device usage data. However they still want it 'to improve their service', and you can't turn that off. Not accepting terms means that you'll never get firmware updates.
Read the privacy policy, you can opt out of usage data. This article is clickbait crap and completely inaccurate. They clearly tell users how to opt out of usage data collection; I'm not seeing the problem here.
As for the data collection you can't opt out of, it's super basic data like your ip and account registration info. How do you expect to use a cloud service if it doesn't know your ip?
You can play stuff you physically own from a Roku too. Are you saying that Sonos could arbitrarily upload your media files to their servers? Doubtful. At worst, they could do a sound-print analysis locally on the device to identify it and send the metadata to Sonos.
I am trying to think of concrete examples of scenarios where actual harm would REALISTICALLY be done to individual consumers because of Sonos privacy policy.
If an out-of-control oppressive government is the real concern here, is a flimsy EULA _really_ going to provide any protection whatsoever? Can you really even have 100% trust that the EULA will be obeyed by the company if they can get away with violating it?