no, what it does is generate a record that you transfered X amount of money to Y. The bank doesn't know what for, unless they ask, in general they don't ask. Thus even if they know u spend money, so long as they don't know themselves what for there's no record of u having bitcoin.

It all depends in the sercive u used to buy tho.

If u use a KYC service ofcourse they will know, if u use something that robosats over Tor. Nobody but u and the sellers knows about it.