To clarify, I agree with you on the user experience concern here, but this is not what I am advocating.
For Classic Commerce I think a setting or a config flag that allows users to opt out of usage data would be a good idea. I think it should not be an admin notice and should live on whatever screen is deemed appropriate inside the CC settings, along with an explanation of what is being done and why.
For ClassicPress we collect some information as part of our automatic update process. It is possible to disable this in the config file, and we can do a better job of explaining what we are doing and why, but due to the security-related aspects of automatic updates the behavior is not something that would be a good idea to change. For ClassicPress this has also been discussed previously.