Do following real time protection apps for Mac harm Mac technologically or spy after the user?
AVAST, Avira, Sophos, AVG
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Yes - all of the listed apps harm usability and make Mac OS less secure and less performant in my opinion. Spy on the user is a little vague, so you'd want to examine one product specifically and their data retention / collection / implementation to get a meaningful answer.
I would say you should use Apple's gatekeeper and only run signed / MAS apps if you are thinking free protection is worth your effort or time. You pay Apple for hardware so it's clear why they protect you. If you aren't paying for software, someone else is paying for your data or benefiting so without a compelling reason why you trust that person, my initial reaction is to be overly suspicious of that "free lunch".