Re: under remote control
I'm not sure what they mean by 'remote control' but in principle there will already be a TCP connection from your PC to them so they can potentially do what they want with it. Your setup stops external TCP sessions being initiated but can't protect you from sessions initiated from your machine. You would need to block all of the outgoing 'telemetry' traffic at your router to stop internally initiated sessions.
What they can actually do depends on the 'telemetry' system that is installed, which can in turn be updated at will.
What could possibly go wrong with that?