For those testing SP wallets, keep in mind that things are only "private" untill you spend the coins. If one or more spending transactions use coins from multiple SP utxos (which is quite common), all of those and their sender's will be linked. They all become identifiable over time with bad spending practices. If you are a sender into an SP wallet, remember that you cannot control how well the receiver will spend them. Your "privacy" (it's not really private) is at their mercy.
Needless to say that you should not be spending from SP wallets all the time if you want to keep them "private". You would need to be thoughtful on how to spend to protect your donors.
And obviously, if you defer the scanning to a server, that server can see everything and sell that information to the highest bidder.