I'm also super interested in this! I've had many amusing moments of instinctively typing either `pbcopy` or `pbpaste` on remote boxes followed by a brief moment of confusion when my local clipboard isn't updated :)
The policy says that quite a bit of data is sent to Apple, but theoretically decoupled from the user:
> To Make Suggestions and Search Results More Relevant, Some Information Is Sent to Apple and Not Associated with You. When you use Siri Suggestions, Look Up, Visual Look Up, or type in Search, Spotlight, Safari search, or #images search in Messages, any information sent to Apple does not identify you, and is associated with a 15-minute random, rotating device-generated identifier. Your device may send information such as location, topics of interest (for example, cooking or basketball), your search queries, including visual search queries, suggestions you have selected, apps you use, and related device usage data to Apple. This information does not include search results that show files or content on your device. If you subscribe to music or video subscription services, the names of these services and the type of subscription may be sent to Apple. Your account name, number, and password will not be sent to Apple. This information is used to process your request and provide more relevant suggestions and search results, and is not linked to your Apple ID, email address, or other data Apple may have from your use of other Apple services. Aggregated information may be used to improve other Apple products and services. Common search queries may be shared with a web search engine to improve search results.
The new version of macOS allows to show the menu bar at all times, even if the app is in full-screen:
> Full-screen menu bar. You have the option to display the menu bar at all times in full screen so you can easily view the app menu and other glanceable information anytime.