I'd be happy to see such a counter example. If something can phone home, it will. I've yet to see a purchasing site (= I am the customer) which does not share data with third parties, for example.
A better phrasing would be "you don't get what you don't pay for". The mere fact that you've paid does not guarantee that you receive anything of comparable value in return.
When it comes to open source and other community-based projects, it's true that you shouldn't expect much in the way of personalized service or attention to your particular needs or issues if you're not paying for it. Fortunately, just making a copy of some software (even really good software) doesn't cost much at all, so it's not unreasonable that you're getting that much for free. Improving the software requires an investment from someone, though, one way or another.
You are always the product in "free" services like FB, YouTube. It is a fundamental part of that model.
There are plenty of shitty companies in both buckets (and seemingly more as time goes by) but let's not pretend there's never a difference.