You have to watch out for the TVs that attempt to connect to public networks. So pray your neighbors have passwords on their wifi and didn't opt in to Comcast's hotspots.
I'm not sure why they used "screenshot", because they actually take a fingerprint/hash of the material being displayed. It's much more compact and way more practical.
I'm not sure if smart TVs come with always on recording capabilities (Siri, Alexa style) yet but that's a possible avenue to leak private audio of your viewing area.
It should be hard for the TV to recognize what you play connected from a cable. (Edit: I know they can do it but please read the next paragraph).
Besides, if you block commercials from the smart features, what does the manufacturer gains by spying on you? Without incentives why bother the work?