They don't make a secret of this. Here [1] are their terms of service as it relates to privacy. They add a substantial amount of fluff that has no effective meaning in the terms. For instance one of the most overt example of this is in this statement,

"We share your personal data with your consent or to complete any transaction or provide any product you have requested or authorized. We also share data with Microsoft-controlled affiliates and subsidiaries; with vendors working on our behalf."

They lead with consent as if it means something, but it is part of an "OR" clause. That means that they are listing consent as but one example of scenarios where they will share your data. It's tautological fluff. This clause can be accurately stated as, "We share your personal data with Microsoft-controlled affiliates and subsidiaries, and with vendors." Here are the entire terms with the unrestrained fluff removed:

"Microsoft collects data from you, through our interactions with you and through our products. You provide some of this data directly, and we get some of it by collecting data about your interactions, use, and experiences with our products. We also obtain data about you from third parties.

We use data to personalize our products and make recommendations, advertise and market to you, which includes sending promotional communications, targeting advertising, and presenting you with relevant offers. We combine data we collect from different contexts (for example, from your use of two Microsoft products) or obtain from third parties to make informed business decisions.

We share your personal data with Microsoft-controlled affiliates and subsidiaries and with vendors working on our behalf. Your ability to access or control your personal data will be limited, as permitted by applicable law."

I've removed fluff but in no way changed what was stated or removed it from context (aside from non-meaningful fluff). What is said above is literally in the terms you agree to with Windows. This is the reason that in times past if you wanted to upgrade from e.g. Windows 98 to Windows XP, that you went out and spent a hundred bucks on an upgrade key. Yet to not 'upgrade' from Windows 7 to Windows 10 for 'free' you had to aggressively fight off Microsoft who made every effort to force you to 'upgrade.' It's because the operating system is spyware and thus profit is generated primarily not by sales, but by harvesting and exploiting data on the people using it.

In times past Microsoft had a strong monopoly on the software market. Now a days every product I use and game I run, besides Visual Studio, is supported natively or through WINE/Proton on Linux. Creating some false dichotomy of 'don't user computers or the internet' or 'use windows' is just weird, especially on a site like this. Windows no longer has a monopoly. But I do think Visual Studio is a really great product, and so I'm happy enough to continue using Windows 7 with the spyware 'updates' disabled. But the moment that they decide to try to spin that product onto Windows 10 (which I suspect may happen with Visual Studio 2020) - then I lose my final tether to this ecosystem.

[1] - https://privacy.microsoft.com/en-US/privacystatement