if a developer wishes to collect information I believe it's a mandatory requirement to provide an opt-out option.
https://docs.unity3d.com/Manual/UnityAnalyticsDataPrivacy.html
If you use both Unity Ads and Analytics, the Unity Ads opt-out mechanism applies to both services.
If you do not use Unity Ads, but do use other Unity services, such as Unity Analytics, IAP, Multiplayer, or Performance Reporting, then you must use the Unity Analytics Data Privacy plug-in to provide an opt-out choice to your players. The plug-in provides a button you can add to your game that opens a Unity web page where players can manage their privacy settings. Players manage their preferences on a per-game, per-device basis. Unity Analytics does not track whether the same player plays more than one game made with Unity, or plays the same game on multiple devices.
From experience, I know that this button can be placed at the starting menu. So it's not too late after the game has been started. In fact, it should be perfectly possible for a player to change their mind at any point and allow or disallow data collection.
Going through this myself. I want to use Unity Analytics to potentially tweak puzzle difficulties, etc, without needing to rely on player feedback. I also want to be as transparent as possible. Right now, the plan is to both include a splash screen stating that the game uses in-game analytics and provide a proper opt out. Luckily, Unity makes this process super easy as when you install Unity Analytics there is a prefab button that you can apply to your UI allowing the player to opt-out.
