As always, there is an XKCD for this.

https://xkcd.com/538/

Aside the whole issue that a single component in a system exfiltrating data without cooperation from many of the other components in the system is just patently absurd, the honest truth is that anyone who wants to break your security isn't going to go to the extreme length of making certain your screen is replaced with a covert unit that can somehow inform them of anything you're doing when for most cases a pair of binoculars will get the same job done for much cheaper and is at least half as convoluted, a hit to the head with a $5 wrench gets your fingerprint much more easily than a replacement fingerprint scanner does, and most compromises of a user would be far more effectively done in software rather than hardware. Software which constantly has new bugs to exploit while getting a crooked piece of hardware navigated into place is just an absurdly unlikely occurrence that would require a massive coverup the size of which is out of the reach of most entities in existence.