Oof, having to set preferences.text_cps manually from the console... Evil XD
It seems to have an opt-in feature for analytics this time.
A quick glance at the code from the Compressed Version reveals that it is not supposed to start to send anything over internet before you agree, hence, opt-in. (Which is the new privacy-standard for analytics and etc)
EtherApe doesn't seems to be detecting anything unusual on TCP layer either.
Still, I advise to set a firewall rule, just in case.
(Oh, and some steam stuff making the game take almost 2 minutes to load, probably I messed up something as I have Steam installed and it is messed up - was faster to just tell Ren'Py to not attempt to load the module.)