The dock is just a glorified speaker with magnets and charging pins, it doesn't have Bluetooth, a microphone or any Google Nest/Home support if that's what you're worried about. It is controlled by the Pixel Tablet and can't work by itself, so it cannot collect data or send it to Google.
As for the data only plan: The Pixel Tablet doesn't have SIM or eSIM support, so you can only use it on WIFI (or Ethernet if you use a USB Hub). Btw. if you connect a USB device to the tablet, the dock won't even work as a speaker anymore.
All these things make me love the Pixel tablet, for me it's the perfect privacy device thanks to the (lack of) features and GrapheneOS support. I'm trying to replace my work laptop with it over the next few months, but App scaling and screen usage is still subpar...
Edit: Typos and additonal information