There’s a new MDM option to skip the privacy screen at setup for Mac. But, you can also skip that screen programmatically. Do so by sending a DidSeePrivacy boolean key into com.apple.SetupAssistant. This could be done via an MDM or through a simple defaults command, as follows:
defaults write com.apple.SetupAssistant DidSeePrivacy -bool TRUE
Note: Since writing this, Rich Trouton has published a script that includes the other options at https://github.com/rtrouton/rtrouton_scripts/tree/master/rtrouton_scripts/disable_apple_icloud_data_privacy_diagnostic_and_siri_pop_ups.