No they don't. I've been running a firestick long before I bought an android box, been watching something on it tonight via kodi, I've never signed in once. Even when I bought it I claimed it was a gift for someone else, what business is it of their's who it's for?
As for the youtube clip/fake account I've no idea mate, he claimed it was a quicker way to get your stick/box unlocked than hitting the 'contact amazon' box, which he stated took up to 3 days to resolve. And he claimed it was due to kodi/APK/add-ons activity & they are spying on you, judging by the comments box he wasn't alone.
Glad we agree that boxes can be upgraded and we haven't even mentioned spmc, so they aren't all scrap then.