You did but not anymore :

• Go can be rooted officially
• Quest 1/2/3/3s can be used without account thanks to PrivateQuest
• Quest 3 v78 (not newer OS version) can be rooted via a hack

So yes, by default you are paying with data. In fact IMHO if possible one should not rely on Meta hardware. That being said if you get e.g. a 2nd hand Quest 2 or 3 and use it without an account then you might be providing little to no money to Meta and no data. It’s not trivial but it’s feasible.