Cake's Lighting support is (as far I understand it), dependent on LightSpark's API -- so LightSpark (a Lightning "compliance" company), gets to suck up all of your transaction data and associate it with your IP address. There is some discussion of this here, where the creator of Cake seems to say "it's ok, we trust LightSpark with our user's data":

GitHub

No clear way to run an SSP without a business relationship with LightSpark? · Issue #64 · buildonspark/spark

This project seems to be gaining momentum and there are community concerns that both SSPs (lightspark, flashnet) are controlled by the same family....