Have you all ever read the "Nokia service terms and privacy policy"? You find them under "Accounts"->"Nokia account", or those who never registered under "Accounts"->"Add account"->"Nokia account".

Short cite from "Effective date September 1, 2011", you can read under "3. Registration and Termination":
"... Uppon first use of your device and each time you update the Nokia device software, a text message will be sent to Nokia."

I think this done befre account creation and means: Nokia gets a SMS on first use an after every update or flash of device software. Nokia gets at minimum your phone number and may be IMEI, thats much better than an emai-address.

Only solution: flash *your device* before first use to a open/custom firmware, and you never get *Nokia device software* again and Nokia will not get a text message from *your device*. - Or we buy a sim card and share it for "first use" and after "update" or "flash".

Any questions?