We don't collect any data ourselves.
We use the Unity Engine to develop DMDJ. Within Unity, there is a framework called Unity Ads which collects some minor data from DMDJ for troubleshooting and fundamental marketing analysis.
Those are not so sensitive and you can review exactly which information the Unity Ads framework collects and where/how the information is used if you read this article.
If you have more questions please don't hesitate to create a ticket at our customer support portal.