If you're concerned about privacy I don't know why you'd use Tailscale over Wireguard directly. The latter is slightly more fiddly to configure, but you only do it once and there's no cloud middleman involved, just your devices talking directly to each other.

for authentication you need an account at one of their supported SSO providers (which is mostly a big tech brand) or at an OpenID service.

the bigger problem is that (I think) the choosen SSO provider will be able to impersonate you, and so they could reconfigure your network or connect to it

The official service is bound to need a SSO login from bad privacy related providers. They insist in not allowing a simple account creation with just email and password.

If you do not trust Tailscale as a company, here is an open source re-implementation of the server called headscale. Some/all clients are open source as well. So, you can review all components yourself or pay for a professional third-party review. Otherwise, if you take a binary blob from any origin, including Tailscale, and have it run with privileges on your server, there are few limits on what this blob can do. Yes, backdoors are technically possible, but probably bad for Tailscale's business if that ever came to light.

From what I understand tailscale is basically wire guard but made convenient. And how they do that is by managing you wire guard keys for you. So I would have assumed they could use the keys to access your network. HOWever while trying to look into this just now I found out tailnet lock exist and it says "When tailnet lock is enabled, even if Tailscale infrastructure is malicious or hacked, attackers can’t send or receive traffic on your tailnet."

The biggest downside, as I understand it, is that it's difficult to convince others to use your tailnet

I use zerotier and afaik they can't access it, hence, I assume it's the dame for tailscale