If you follow the links, the first thing it tells you is "Download the app".[1]

Vehicle Data Sharing appears to be opt-out, not opt-in. They do say "If you’d like to ensure you’re not sharing data, check Vehicle Connectivity in your Settings menu in-vehicle and toggle it off." After doing that, someone should check to see if the wireless modem is still emitting.

[1] https://www.ford.com/data-and-privacy/manage-your-settings/c...