Privacy
What is stored
Nothing leaves your device. Your guesses, your streak and your stats are kept by the browser you play in, and nowhere else.
Which also means they are not saved. There is no account, so clearing your browsing data deletes them, and they will not show up on another device.
Cookies
This site sets no cookies.
Analytics
This site counts page views, using Cloudflare Web Analytics, so there is some way of knowing whether anyone is playing.
It sets no cookies and stores nothing on your device. It does not fingerprint you, and it does not follow you to other sites. What it produces is a count of page views and the sites people arrived from, which is a number rather than a picture of anybody.
There is nothing to opt out of, because there is nothing here that identifies you to opt out with.