Look in the system preferences app. There’s a whole section for opting out of Apple collecting advertising data about you. That’s the preferences app of the ENTIRE OS.
Meanwhile, Apple’s application APIs set advertisements as a core feature:
They may be letting you opt out for now, but this is an early phase of the enshittification cycle. First, they attracted users by promising privacy. Now they’re attracting advertisers by dangling in front of them an expanded user base. It won’t be long until Apple will make opting out more complicated and difficult because they think they can make more money selling more data to advertisers. They’ll do it slowly. Every time saying “they’re giving consumers more granular control over their privacy” when really they’re just “creating opt-outs for things you didn’t use to have to opt out of” or “creating opt-outs that used to be part of a larger opt out.” Someday will come “we’ve eliminated opt-outs” and eventually “here’s an advertising banner at the bottom of all default apps”