Honest question: Why would "separate internet connected device", in the case of apple tv, firestick, roku, etc, won't do the same thing?

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).