It's unimportant to know to which domain an app or website connects because once your data has left your device you can't know what it happens. It's technically

It's unimportant to know to which domain an app or website connects because once your data has left your device you can't know what it happens. It's technically trivial to send the data to 3rd parties over the same server that processes legitimate requests. In fact, that's how 3rd parties match and aggregate user data through cookies(one of the ways). Besides, I'm not even talking about privacy but the overall user experience.