Why is that? I remember seeing that Zen strips out the Firefox telemetry.
Librewolf is nice but breaks a lot of stuff, sites that use webrtc or canvas related things, lots of banking sites refuse to load, and some other issues I can't remember.
I think it's a good idea to mitm yourself and look at what exactly your browser is up to. We should be careful about just accepting and repeating hearsay when such claims are pretty easy to verify yourself.
There are more, those are just the ones I can recall.