This came up here (I think) last month.
tl;dr: If you use a Synology NAS without ever going to or through Synology's servers, this doesn't impact you.
Insights is normally only used when you manage 2 or more Synology devices and want the "convenience" of a cloud-connected service.
I've uninstalled it from mine, as I use my NAS locally and self-host the tools I need to manage it.