Maybe an atypical recommendation but something with no Wifi, with E-ink and quite comfy on the eyes to read on would be a Boox Page.
It’s not too expensive (paid 200€ for it), lasts for an entire month and is old-school “drop the file on an SD card” kind of device with no BS service that could nuke the device out of nowhere. 
Is it the most privacy-focused device? Probably not, but it’s a Linux device that never connects to the Internet so that’s good enough for me. Having the thing dumb is quite positive in this case.