Apple Explains Spotlight Data Collection
When you use Spotlight, your search queries, the Spotlight Suggestions you select, and related usage data will be sent to Apple. Search results found on your Mac will not be sent. If you have Location Services on your Mac turned on, when you make a search query to Spotlight the location of your Mac at that time will be sent to Apple. Searches for common words and phrases will be forwarded from Apple to Microsoft’s Bing search engine. These searches are not stored by Microsoft. Location, search queries, and usage information sent to Apple will be used by Apple only to make Spotlight Suggestions more relevant and to improve other Apple products and services.
If you do not want your Spotlight search queries and Spotlight Suggestions usage data sent to Apple, you can turn off Spotlight Suggestions. Simply deselect the checkboxes for both Spotlight Suggestions and Bing Web Searches in the Search Results pane of Spotlight preferences in System Preferences on your Mac. If you turn off Spotlight Suggestions and Bing Web Searches, Spotlight will search the contents of only your Mac.
You can turn off Location Services for Spotlight Suggestions in the Privacy pane of System Preferences on your Mac by clicking Details next to System Services, then deselecting Spotlight Suggestions. If you turn off Location Services on your Mac, your precise location will not be sent to Apple. To deliver relevant search suggestions, Apple may use the IP address of your Internet connection to approximate your location by matching it to a geographic region.