If the site services the EU and does not have a privacy policy it’s downright illegal according to the GDPR.
Art. 14 GDPR, “Information to be provided where personal data have not been obtained from the data subject”:
Where personal data have not been obtained from the data subject, the controller shall provide the data subject with the following information […] the identity and the contact details of the controller […] the purposes of the processing for which the personal data are intended […] where applicable, that the controller intends to transfer personal data to a recipient in a third country or international organisation …