How does an app like Threads get access to financial, political, health, religious or browsing info through your phone's OS. What is the actual source of that data?

I'm trying to understand how an app would even get that info in the first place, how that's classified and why a mobile operating system even has a way to provide that data.

Am I correct in assuming that if an app is used without play store / play store framework that it would not be able to get access to that data?

Thanks!