It is the equivalent of captive portal detection in Android and provided by
NetworkManager-config-connectivity-fedora package. You can remove it with:
sudo dnf remove NetworkManager-config-connectivity-fedora
There is also
dnf-makecache.timer which periodically refreshes dnf cache and it is enabled by default. You can disable it with:
sudo systemctl disable --now dnf-makecache.timer
These are the ones I am aware of. Other applications, like Firefox and GNOME Software, may also make network connections. You can disable checking for updates from GNOME software, I don’t know precise steps since I don’t use it but it is somewhere in the settings. You can search internet for how to make Firefox more privacy respecting, it is a separate topic on its own and there are many good guides about it on the internet.
As for making connections to outside servers, I don’t mind as long as they connect to Fedora Project’s infrastructure, have practical reasons to do so, are documented and give me an option to disable them. I personally trust Fedora by using it in the first place; but if you don’t, that’s OK and there are many other choices you can choose from. I will add if I find another thing to remove/disable. Cheers…