Weird...I always read about safari being totally not private and secure and in this guide it's one of the recommended browsers.
For those who are not able to give up macOS, this is a very good guide to improve macOS security and privacy, it is constantly updated.
https://github.com/drduh/macOS-Security-and-Privacy-Guide
And if you have an Apple Silicon remember that you can switch to Asahi Linux.
Discussion
Safari is more private than crappy chrome or edge, but it still sucks.
Librewolf and enable DoH with max protection in the privacy options is the only thing I recommend.
On macOS as well as any other operating system.