I want to slightly clarify the case of Tor: while many people historically thought that running an exit node on your own network (that you also actively used) might create ambiguity between your own activity and strangers' activity, this is not really considered correct or advisable. One reason is that a fairly naive local adversary monitoring your connection at only one location can still tell whether particular outbound clearnet connections do or don't correlate with inbound Tor traffic. That allows distinguishing activity by a local user from activity by a Tor user that's proxied through the exit node.

Tor nodes themselves also don't host any data.