Images that are taken while using Map Pilot are saved to the SD card and are not transmitted from there.
Map Pilot itself does not send any data to DJI but it is built on the DJI SDK which has all sorts of logging going on in the background (for SDK debugging). Since that data is stored in the Map Pilot app's bundle, there isn't really any way that we are aware of that the log files are getting sent anywhere. DJI Go has access to its log files which may be sent somewhere but DJI Go doesn't have access to the Map Pilot data files or the data logged by the SDK.
I strongly doubt that images are being sent anywhere even with DJI Go since that would be a huge bandwidth hog and likely cause all sorts of issues. Log files on the other hand...