Security pluggins and data privacy, collection

Hello, I am new to creating a website and am looking for a good security pluggin. I chose one, but then had to acknowledge/’sign’ their own policies on collecting information in order to prevent security breaches. I’m kind of torn – I want the security but I don’t want my information (like those of my visitors’) stored, sold on to other parties. Is there any way out of this? How can I get around it (the policies are so long and convoluted – i’m thinking specifically of Wordfence).
Any suggestions anyone? Many thanks.