That's difficult to say. The players don't all say whom they outsource their data processing to, and some may not. There's no requirement to outsource to a third party analytics company. If you want to offer the best spam filtering, however, you're going to get the best analytics you can get, which may require you to share data with third parties.
Those parties right now are generally American, and while they say they may not share data, you have to worry about, first, the data's leaving the country, and second, the potential for data breaches and for data to be compromised.