It’s not connecting to your neighbours wifi. Your neighbours tv can make its own hidden wifi, that your tv can look for. Once your tv connects to the other tv, it could send whatever data it likes through neighbours tv. Since their tv is internet connected it would get back to manufactures servers.

Now, I haven’t researched this, or have any hard proof of manufactures doing this. But the technology itself would be fairly trivial to implement, so I wouldn’t be surprised if it’s already happening.

As others have said, the only sure-fire way to ensure no connection is to remove the wifi chip altogether.