Simple way to stop sending data to WB.
<your_steam_library_path>\Gotham Knights\Mercury\Binaries\Win64\GothamKnights-Win64-Shipping.exe <------ this ships data to the cloud.

To disable this go to windows firewall and on the left click outbound rules. Then click new rule on the right. When a new window opens it should automatically have program selected. Hit next and browse to the path of the binary above. Then keep hitting next till it asks you for a name and then hit finish.

Note: if you have an anti virus that has a firewall, all windows firewall rules will go through the anti virus firewall instead of windows. So follow your anti viruses guide to block that application. Also you wont be able to play online with this application blocked.

Enjoy gaming in privacy.