Still a bit open ended. Web browser finger printing is probably going to be quite specific, unless you have a browser that avoids fingerprinting.
There is a trust issue, you need to trust the userland packagers to not build in any additional tracking, but its pretty unlikely that they'll do that given its a tiny project.
Privacy is also multifaceted, and its never going to be as simple as "use this distro". The techniques for online tracking are changing and evolving all the time.
There is no simple answer. Its is almost entirely dependent on implementation. All systems are vulnerable to things like supply chain attacks. We put a lot of trust in phone vendors, telcos and Google.
If you are going to compare to something like termux you need to compare with an equivalent sandboxed environment on regular linux, like a docker/podman container with appropriate permissions. As far as I know they use the same linux kernel features like cgroups and namespaces under the hood.
Traditionally Linux desktop apps run with the full permissions of the user and the X window system lets apps spy on each other which is less secure than Android sandboxing by design. There have been attempts to do better (eg flatpak/flatseal, wayland) but they are optional.
How secure an OS is depends entirely on the configuration. A Linux install can be less secure than Windows or macOS, if configured so.
Linux tends to be more secure OOTB because distro devs tend to be security conscious. Android is also fairly secure, since it has no root access, sandboxes applications to a degree, and has other hardening employed. However, Android is also very vast and built for various devices by many manufacturers, so it also depends on them.