I guess if the TV really want to exfiltrate data, it can speak via HDMI-CEC to all peripherals connected to it. For example if you have an TV-Box or a game-stat

I guess if the TV really want to exfiltrate data, it can speak via HDMI-CEC to all peripherals connected to it. For example if you have an TV-Box or a game-station, it probably can send it remote control commands to the TV-Box, so it can have the same user interface than you have on your TV-Box (which quite often even when it's connected in Ethernet, can display on the screen the wifi password, or surf the web). There are also quite often free public wifi in the neighborhoods. Bluetooth may also be an option. Or they can just add a cellular network to get your data. Or maybe they can create a wifi mesh network between nearby TVs and share the internet if one has access to it.