Did my best, but my European geography identity the best and may have missed a couple:

Germany & Poland oppose. Netherlands, Austria, Estonia, Slovenia and Czechia neutral. Portugal, Spain, France, Ireland, Italy, Denmark, Sweden, Finland, Latvia, Lithuania, Slovakia, Hungary, Romania, Bulgaria, Croatia and Greece support.

Probably safe to assume that the streaming app on your phone is collecting the same data about your viewing habits, whether or not you Chromecast it to another device.

If you just want something that’s more privacy-minded out of the box without messing about with custom ROMs etc, maybe consider an iPhone?