I think that "nothing we can do" is an overstatement.

Open-source media players do exist. Projects like VLC have seen worse times when they were banned because of the DVD-decoding ability, for instance.

Hardware is harder, but dumb enough devices keep existing. Industrial displays, simple audio tracts on hobbyist computer boards, etc. Such devices either has no ability to host surveillance processing, or at least can't do so covertly.

Of course, mass consumer devices are not like that. Well, know your risks.