not sure about win/mac, but for android yes they do keep record of stuff like what apps are being launched and upload/sync to google account. it’s not hidden though… it is(was) literally available on google account history or something (was about 7 years ago)

regarding keystrokes there was a case of a famous chinese keyboard app doing dubious stuff. not sure if i can say it’s on a os level but i’m pretty sure more than a few chinese phones ship with that. https://citizenlab.ca/2023/08/vulnerabilities-in-sogou-keyboard-encryption/