Apple TV is a pragmatic option for the sort of person that doesn't mind the Apple Walled Garden.
Xbox One is a pragmatic option for the sort of person that doesn't mind the Xbox/Microsoft Walled Garden.
NVidia Shield and FireTV are pragmatic options for folks that prefer the more Android-ish "mostly a Walled Garden, but".
If your threat model is anything with a corporate or walled garden smell, then sure none of them can be trusted and just build your own media PC with Linux and whichever apps you feel you can trust.
Check out Vero 4k+, it runs on OSMC (open source media center) with Kodi installed. I run it on my 4k Philips TV and it works perfectly for any kind of media content...
Apple TV is a pragmatic option for the sort of person that doesn't mind the Apple Walled Garden.
Xbox One is a pragmatic option for the sort of person that doesn't mind the Xbox/Microsoft Walled Garden.
NVidia Shield and FireTV are pragmatic options for folks that prefer the more Android-ish "mostly a Walled Garden, but".
If your threat model is anything with a corporate or walled garden smell, then sure none of them can be trusted and just build your own media PC with Linux and whichever apps you feel you can trust.