Most Wifi bulbs work locally with home assistant for example. And you can stop their communication with the internet with some basic network administration. Otherwise, Zigbee bulbs do not communicate over the internet, they can’t. You will need a zigbee router, but there are open source solutions for that.
Edit: Quickly checked an article from Mike Kuketz (german): https://www.kuketz-blog.de/firefox-datensendeverhalten-android-app-f-droid-version-browser-check-teil6/
Fennec contacts mozilla servers to get new lists for the anti fingerprinting and anti tracking technologies. Also xml files with info about vulnarabilities etc. It sends not much.
Google is contacted when you have google as standard search provider and search suggestions active.
Otherwise no tracking etc