JetBrains collects a whooooole lot of stuff. I read through the TOS/privacy policy and it seems pretty invasive to me. They also share your data with several third parties like Amazon, Google, and Microsoft. One of these third parties (New Relic) I was looking at does collect your physical mailing address. Whether that's through JetBrains products or New Relics products (or both) it doesn't say but it is unsettling.
The TOS actually links (https://www.jetbrains.com/legal/privacy/third-parties.html) to a page on JetBrains website listing all the companies they share your data with and there are links on that page that lead to each respective companies Privacy policies that don't necessarily line up with JetBrains privacy policy.
Although JetBrains may not do nefarious stuff with your data the third parties may or may not. You would have to read through 23 different TOS/ Privacy Policies. JetBrains seems pretty upfront with what they collect in the TOS but it's still pretty vague on how they use it. There's no telling what those third parties do with your data...
JetBrains says they collect all this data to "improve and tailor their services to the consumer" and that only anonymous and aggregate data is shared. Supposedly nothing personally identifiable. Any time I read or hear something like that I call shenanigans. That's what all the big data collectors say and that's not entirely truthful. This sucks because apparently PyCharm is the best Python editor out there right now.