Do you know what data they are collecting? I suspect that what they collect is material they can and must know about you already in order to be able to pass your data successfully between you and whatever Internet service you're using, whether it's a website, an email server or just about anything else. In any case, it's data outside of Thunderbird's control. Who sent a message, who they sent it to and when they sent it are all essential parts of routeing your email. Maybe you should be thinking about tor.