JIRA Capture can capture certain anonymous usage statistics which is shared with the JIRA Capture Team. This information provides us with an insight into what features are used, where customers encounter difficulties, and where we should be focusing our energies. Please read our privacy policy.
You can turn this off simply by visiting the "JIRA Capture Settings" page in the administration section of JIRA and click the switch next to 'Analytics'. The tracking feature functionality currently uses Google Analytics. Google Analytics privacy overview describes how to opt out of GA tracking completely, independently of JIRA Capture setting.