Can I disable the spyware in SQL Server?
I don't think Microsoft refers to it as "CEIP" in the official docs. I believe Microsoft is refering to "Customer Feedback for SQL Server on Linux". You can disable it like this,

sudo /opt/mssql/bin/mssql-conf set telemetry.customerfeedback false
sudo systemctl restart mssql-server.service


Additionally you can block the Telemetry Servers at the network layer

You can verify this by checking the conf file.