Firefox ESR supports collecting telemetry data, and by default uploads such data to Mozilla (see T281).
At related Mozilla bugreport is mentioned that opt-out from participation in telemetry reporting is itself reported to Mozilla:
First and most importantly: The first checkbox ("Allow Firefox to send technical and interaction data to Mozilla") controls Telemetry data sending. When you uncheck that box, it turns off datareporting.healthreport.uploadEnabled, which means we won't send Telemetry (except one "deletion" ping so we can disregard previously-submitted data, if any: https://firefox-source-docs.mozilla.org/toolkit/components/telemetry/telemetry/data/deletion-ping.html). With that, you're done. Nothing else needs to be changed. We aren't getting data from you any more.
Firefox ESR should not report to Mozilla those users not wanting to report to Mozilla!!