Privacy - message from WD about my device

I just got a message from My Cloud Team via an IP address in the US that my device has 968 MB remaining.

How do they know this, how much else do they know about my device and how do I firewall my device from what in the EU is probably against data protection law?

Do you have a my cloud or a my cloud home?

If you have a my cloud in the dashboard settings under notifications you can turn email notification on or off.

if you have a my cloud home in the mobile app under settings > your device there is an option for product improvement. if you have this turned on you will get notifications about the storage capacity and other things. They list out what is collected there.

They do not collect any personal identifiable information which is the focus of the EU data protection laws.