The TV would definitely spy on you, the connected device might not. And even if it does, you can pick one from a company you mind less, or who you've already given up on trying to prevent spying on you. For me, that means a Chromecast; I haven't managed the effort to de-Google, and most of what I watch is Youtube anyway. For some that might be Apple, who is probably the least egregious offender among the big companies. Or you could use a Raspberry Pi or other small computer and have even more control, at the cost of being higher effort.

I think they probably would, with maybe the exception of Apple TV. It’s probably not a coincidence that Apple TVs are the only hardware in this space that isn’t sold at a loss (or near loss), the rest are simply Trojan horses to park in the living room and maximize profit elsewhere by leveraging its privileged access to your eyeballs and/or ears (really no orifice is safe from these companies anymore, watch out for Smart Bidets).