If you're concerned about privacy, you could build your own NAS. It's more work, but also more powerful for the money. Wolfgang's Channel on YouTube has quite a few videos about low power diy home server.
Well it definitely checks for updates, and it has services for finding nas for dummies that use outside communications. My router policy doesn't allow it to talk to the outside, but certain docker containers hosted on the nas can access internet via raspberry pi proxy
Occasionally I let it update then close it off again.