Do your neighbors have open Wi-Fi? I'm a country dweller, but when I'm in town I look at the Wi-Fi list (in horror) sometimes, and it's really rare to see an open Wi-Fi network.
Are they truly open, or are they captive portals? Of course, it might be possible to exfiltrate data through a captive portal network, depending on how they implement the portal.
It’s a common fear. People constantly mention it on HN every time the advice to keep a TV off the internet is mentioned. Yet we have never seen proof by anyone, not once, that it has happened. Extraordinary claims require extraordinary evidence.