Also isn’t it creepy how even video game progress is being collected by Unity?

Sounds like they are using analytics. Unity analytics is a separate service that is implemented by the developer to find out how players progress through their game, so they can find out things like if many players are getting stuck on a part of their game, if particular quests have poor engagement, parts of the map remain undiscovered, etc. This is a very common service to use for most games nowadays and has nothing to do with save management. As you said, there is no user sent, so all data is anonymous and aggregated to create statistics.