Friendly suggestion to peruse Jetbrain's third-party data-sharing agreement while considering what information of a user, even in theory, it might forbid them to share with anyone they wish for any reason they please.
https://www.jetbrains.com/legal/docs/privacy/third-parties/
After you do that here are some IDEs that (so far as I know) don't have data-sharing agreements with third parties.
Interesting that you didn't even mention their opensource community edition: https://github.com/JetBrains/intellij-community wich powers plenty of other open source IDEs, yet you push vscodium
Nice FUD ;)