That's not much of a concern unless you're a chinese citizen with a compatible blood type needed for urgent organ donation. Or a company with intellectual propety who made the mistake of ordering directly which risks an implant being installed, instead of sourcing from a local third party or retailer.

For other users it's actually the Intel M E sirveilance eengine which is rather horrific, located in the CPU, which can be theoretically disabled using bios flashers or other software tools depending on your model.

If you use Windows, this is far easier to exploit than any of the above, especially in combination. So yes, Linux is a good start.