You will never be completely "free" and your privacy respected even if you use Linux, your BIOS is closed, if you got an Intel processor with ME you got a "backdoor" and a closed OS booted, your devices firmware are not free, Ubuntu has some small tracking options too, the OS in this case is the last of the problems, the commonly used torvald's Linux kernel contains proprietary blobs too which are not entirely free.
Most android phones have also the google services on it which is the worst privacy-friendly thing ever, an iPhone or an android phone with Replicant is your way to go, as for a computer, you may require a Libreboot compatible laptop (some old thinkpads) or computer and a completely free OS like Trisquel which use linux-libre kernel
You can forcibly disable tracking on microsoft with some debloat programs like OOSU10 and get the same experience as you are using Ubuntu Linux for example