No monetary cost, but there's definitely a cost. If a product blatantly disguises the fact that it spies on your location, then that's a form of deceit. As a result of their attempted deception, I have lost out on the time spent comparing the product against others, the time spent acquiring it, the time spent setting it up, and any opportunity cost of that time.

Not everything is measured in dollars, and getting back the dollars spent as a result of deceitful advertising does not undo the damage caused by the deceit.

The time spent trying to set it up is worth requiring a label on the box. I sort of assume it is already required. You need to agree to conditions to create an account anywhere, surely a product needs to tell you about it's data vacuum before you spend hundreds of dollars on it.

Depends on the country you're in. Doubt you'd have much luck returning it for this reason in Indonesia.