He's very clear in shareholder calls / letters and in their privacy policy. So much so that he even calls out the competition[1] for doing it as Apple does not. From an economics standpoint, Apple doesn't make money on your data. They sell you overpriced but quite sophisticated hardware and became one of the most valuable companies in the world doing this. That and he advocates for a US equivalent of the GPDR[2] which absolutely and directly would impact the bottom line of companies like Google and Facebook.
Then there is Apple's official privacy policy, where they are very explicit that they don't gather personal information to sell to advertisers. In much of the non-US world, saying that and not following that is blatantly illegal.
[1] http://time.com/5433499/tim-cook-apple-data-privacy/
[2] https://www.theverge.com/2018/10/24/18017842/tim-cook-data-p...