As far as we know, the Joy-Cons don't have their own telemetry.
Whoops. Meant to say you would have to use a different CFW but since you're running the game off of the HDD, I don't think LayeredFS supports that so you will need to load the game either from SD card or NAND.
Your gamecart slot is updated and you can update online when using Atmosphere to prevent fuses from being burnt as long as AutoRCM is enabled beforehand. Just be aware there is a risk in banning yourself when you connect the console online.
The only reason one would update to 6.2 is because they wish to play online which is never a good idea with a hacked console. Plus you can update the firmware offline after hacking the console so it makes less sense to update it before setting up ReiNX (note that you do not install any CFW). Last but not least, there is more support for CFW and homebrew on lower firmwares than higher ones. Only update if you plan to play online or if a game requires a higher firmware.
Format the SD card to FAT32. If the SD card is bigger than 32 GB, you will have to use a third-party program such as
GUIFormat.