I've noticed a few recent YouTube posts expressing concerns about Audacity under the umbrella of its new owners Muse Group - https://www.mu.se/about - who recently took control of Audacity. The concerns relate to Audacity undertaking data mining of data, including personal data, on our computers, and that the collected data by Muse Group in the EU might be shared with Muse Group offices in Russia and the USA as well as with law enforcement (if requested).
A YT search re recent Audacity posts results in quite of lot of videos on this topic:
https://www.youtube.com/results?search_query=audacity&sp=EgIIBA%253D%253D
One of the YT videos says that the problem exists in the latest Audacity build 3.0.2, but an opinion on Audacity's forum is that 3.0.2 is not affected (3.0.2 was released in April this year), but Audacity management itself hasn't provided clarification. The 3.0.2 Audacity I have installed shows that it was last modified on 13 April this year, this date apparently being before the transfer of ownership.
https://www.reviewgeek.com/92109/audacity-mess-further-muddied-by-muse-groups-new-licensing-efforts/ provides some more information particularly about the yet to be released 3.0.3 build.
It's hard to tell if the privacy concerns raised really are a cause for concern or are an 'over-excitement'.
So if you are thinking about installing Audacity - especially later builds yet to be released - I suggest that it would be a good idea to fully read the T&Cs and the Privacy Policy before proceeding with the install - which I imagine for many of us will be a first.