See: https://www.crunchbase.com/organization/hotjar
Some reports privacy risks and online tracking: https://www.mywot.com/en/scorecard/hotjar.com?utm_source=addon&utm_content=popup
I would certainly block this as it comes in as third party code as uMatrix does for instance on the Quttera scan site.
Seem hotjar does not base their results not even on their own services. Privacy Policy is questionable.
The various WOT reports are quite revealing here.
polonus (volunteer website security analyst anbd website error-hunter)