Web developers know how to investigate what a website does. It’s their business to see and understand the communication between a browser and the server. This freedom is one of the benefits of the open web.
Applications outside the browser, no matter if desktop of mobile, are different. They are optimized for a seamless integration with the operating system they are running on. As they are closer to the underlying system you loose the transparency.
As Owen Williams writes in Your Smartphone Apps Are Filled With Trackers You Know Nothing About:
The top 10 most commonly used SDK libraries in the top iOS apps […] are largely provided by Facebook (three out of 10) and Google (four out of 10). […]everything from the Holy Bible to LinkedIn. […] The list goes on.
This is not not only a mobile problem. I see more and more applications on macOS opening data streams to services which I would not approve – if I would be asked.
Also as Owen writes, I think there is not much we can do. Ad blocking in general is not a solution, but a workaround. Hopefully operating systems will make it easier to see where our data is send to. Until then we can only keep on raising awareness to the privacy problems of this exciting new world.