As the project is Apache licensed, you're free to modify it if you don't want this. Also, if you're conscious about privacy you should use application firewalls on your client side like Little Snitch etc. since many software that you install on your machine also do this.
Yes, we do collect minimal anonymised statistics in the sole goal of improving awless. All the statistics code is here: https://github.com/wallix/awless/blob/master/stats/stats.go
As the project is Apache licensed, you're free to modify it if you don't want this. Also, if you're conscious about privacy you should use application firewalls on your client side like Little Snitch etc. since many software that you install on your machine also do this.