Link to Phone sends all your data (Messages, calls, notifications) to Microsoft. It also requires a Microsoft account. Admittedly for file transfers it's a bit different, if you're on the same network it will attempt a direct connection so MS won't get your files. It still sends the meta data (file names, file sizes) to Microsoft, though.
Similar issues with Smart Connect from Motorola.
An entirely local solution like KDE Connect is better, if your situation permits it. Unfortunately it has been quite unreliable for me (and I have tried many devices) but it seems to work just fine for others!
