This software deals with information on URL matching rules and given URLs on your browser tabs.
So it collects no privacy data automatically, but might use them in cases including (but not limited to):
1. Matching rules include any privacy data because of misconfiguration
2. As part of parameters or something like that, any of given URLs include such data

Even in such cases, it will share the data only with the pre-configured native messaging host, which will be any of "IE View WE Native Messaging Host", "Browser Selector", or "ThinBridge".
Any native messaging host will use given URLs only to open with other web browsers as you configured, so that those URLs will not be used for any other purpose.

As another possible case, any data you input to options might be sent to the Sync server operated by Mozilla, if you configure Firefox to activate Firefox Sync.