The title is a little confusing. It's not the ebooks but the ebook readers - especially Kindle - that are able to gather and send data. Makes me wonder what the best hardware and software for private ebook reading is.
I did a quick search for "best ebook reader for privacy" and got the usual review sites, but "privacy" isn't mentioned in any of their reviews.
So what are the options? There's an add-on for Firefox called Epubreader ... I'll have to keep looking into it. Definitely getting off the kindle/amazon train though.
Testing what they can get away with is my guess.