Not if I’m on an iPhone. They know the vicinity I’m in but they don’t know exactly which store I’m at if it is an area with a lot of stores nor do they know that I’m with my friends. I probably added them to the check in and/or tagged them in a picture.

You do know that Apple only tries to stop things like this for everyone else than themselves, right? I wouldn't trust them any more than Google. At least you can use an android phone without Google apps if you want to. Good luck with using an iPhone without sending your data to Apple or trying to remove all Apple's stuff (step one: iOS).

Unless Apple is lying and third party research says they aren’t, they only store location data locally on the device and have an entire framework where they anonymize location data sent back for improving their service - differential privacy.

For the really paranoid, you can completely turn off most sharing with Apple, disable iCloud backups and backup to your PC with iTunes.