Advertising space, not data. Nobody is tracking you through the new tab page. Mozilla just populates it with some default ads (which can be removed or replaced with your own new tab customizations)
Actually Mozilla analyzes and stores the user's surfing data to allow it's customers to direct ads to the user's preferences. I actually don't understand why so few seem to bother. I think it's a quite big deal. Same with these telefonica chat thing.
Regular telemetry data. Not surfing data. And certainly not sold.
Hello doesn't collect data passively either; using the video chat can of course lead to data collection though I doubt it does (but you would have to assume that can happen for any non peer-to-peer service of this kind since there will always be a server side component which you can't verify)