citizenship status, immigration status, national origin

How?

If I were to wager a guess; extrapolation. If say you live in Sweden, frequently visit the tax agency or social services, has the surname Alreihan, and frequent places like adult schools, mosques, and immigrant stores, chances are you're not an average Svensson. Most personal data is public records here in Sweden so it's quite easy to find out anyway.

religious or philosophical beliefs

So it actively listens in case someone says out loud they’re a communist? Because I’m damn sure that “philosophical beliefs” isn’t part of a purchase order.

I wouldn't put it past them to actively listen in on people. They help themselves to your geolocation too though, so if you say, drive to a protestant church with any sort of frequency, chances are you're a protestant. If they know your age and your income bracket, they might also just assign a profile to you. "This person is a WASP so they are likely conservative."

Genetic information. Amazing. I guarantee this means, in part, that they’re literally measuring your dick with their cameras, because it’s not asking for a blood test to start your car.

Yet, hah!

I don't know about Android, but Apple is really big on health guffins. So if you have an Apple Watch and use the Health app to record and track your data (it can record a lot, though they don't ask for dick size) then it's not completely outlandish that the car might request that data from your phone should you hook it up.

Though, it might just be something that the car manufacturer app asks for, because I'm unsure if Car Play can just pull health data like that. Third party apps can absolutely request access to your health data, so if you have a Tesla and use the Tesla app, they can totally request health data permissions and add that to your profile.