well, I've suspected that. But can you point to evidence?
I wrote a post last summer for IVPN's blog. Bottom line, AhnLab and Emsisoft seemed to be the only commercial ones that don't share data.
AhnLab: “AhnLab will not collect any personal information other than [data collected during software use] and will not disclose such data to any third party.”
Emsisoft: “Any information we collect from you is only used by us to serve you better. Your information is never given to a third party.”
(Basically, all AV companies listed on stock market sell your data.)