A bug in Windows 10 versions 1709, 1803, and 1809 caused the Location, Diagnostic Data, and Improve privacy settings to not be displayed during the initial setup of Windows. Microsoft has released an update for certain devices that will display a notification containing information and instructions on how to configure privacy settings that were not properly shown during a Windows 10 installation. If you are not affected, then you were not affected by this update and the full range of privacy settings were shown to you during setup.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-releases-windows-10-update-to-fix-privacy-settings-bug/