So, is it just some game data that's proprietary? I don't really care all that much about proprietary data like that, just proprietary programs.
That's right - the full distribution package only contains some proprietary game data, but no proprietary programs. The minimal floppy image (kolibri.img) contains no proprietary items at all.
However, we do have some video drivers (ported from Linux) that contain proprietary firmware BLOBs (but they are not part of the distribution package and have to be downloaded separately). But if you don't explicitly download them, then you may be sure that you do not possess any proprietary program.