I went with GNOME just because I’m used to it and want stability as my main focus but I was wondering if using one DE over another can affect security or privacy at all? Or is that all dependant on the distro you are using?
TLDR; yes it does affect security. But quite likely not by any meaningful amount to be worth worrying about.
Any extra package you install is extra code on your system that has a chance to include vulnerabilities and thus could be an extra attack vector on your system. But the chances that they will affect you are minuscule at best. Unless you have some from of higher threat model then I would not worry about it. There are far more things you would want to tackle first to increase your security that have far larger effects than a second desktop environment being installed.
As far as I know, none of the major DEs have Windows-style telemetry turned on by default. So ignoring security issues and apps themselves, DEs should roughly be the same on the privacy front.
What do you mean by privacy? If you mean like other people you may live with/come across having access to your data, the best solution is having an encrypted drive/partition. No DE or standard login is going to stop a determined threat actor from just pulling out your storage device and reading off what’s on there.
Major DEs are almost safe.
Don’t miss the forest for the trees.
Do whatever makes you most comfortable so you don’t go back to Windows or MacOS.