Bluetooth can’t spy on you anymore then your phone already can.
wifi isn’t the transmission signal, it’d be LTE or 5g antenna’s.
Without a modem, my head unit cannot send any info to anyone unless they can pull it via the OBD port. Which considering I service my vehicles at my shop, no one unauthorized is getting at them.
Maybe wifi isn’t the correct term, but yes some modern cars have a modem and antenna. Watch Louis Rossman and Lehtos Law for more material on this. They have the links to the technical papers. Some new vehicles even have a GPS tracker on board. This is standard on rentals or payment plan vehicles but one man that paid cash had on in his brand new Toyota truck. His mechanic told him about it and removed it. He called the dealership and asked about why it was in there and they wanted it back. He refused of course. Each year more and more spying will be the norm.