I have heard of this as well. But I don’t believe I have seen any reliable source actually confirming it. I vaguely remember some posted about it on Reddit years ago saying their Samsung tv would do it. That said it is clearly a possibility that the TV could do it if programed so it is good to keep that possibility in mind. Might be worth running a few tests if your worried about it.
The good news is Open WiFi hotspots are very rare, so unless you live next to a cafe or something that provides free WiFI you don’t really have much to worry about.
I have never seen a removable WiFi card on a TV board. They are always integrated directly on the main board itself along with the CPU RAM and other components. Just look up TV Main board on ebay and see if you can find any WiFi cards on the photos.