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Closed source and sometimes they prevent you from changing DNS and probably can’t put a VPN on it. Also I’ve read specifically about ASUS routers collecting information on the network seperate from the DNS so I would imagine every company is doing that.
Changing your DNS to a private one is worth it as it’s incredibly easy to do and certainly can’t be a bad thing.
I really enjoy the Gulikit King Kong Pro 2 (and would assume the 3 is better) because it all runs on firmware. No software to install, it just works as it should. Also works on Linux without fuss.
On its functionality side it has hall effect triggers and joysticks plus nice buttons.