Seriously, if people realized how much data Facebook gathers on them through their ubiquitous "like" buttons on nearly every website, they would be amazed. That said, I still don't think it's anything to worry about. Those companies are interested in large-scale, aggregated statistics, not individual behavior.
People are worried MS is like, "Nick here spends a lot of time on keyboard websites so let's show him keyboard ads." When really it's more like, "our client, Vandelay Industries, sells keyboards. So let's target their ad to people who regularly visit geekhack.org, deskthority.net, and mechanicalkeyboards.com." It's very anonymous and advertiser-based, not user-based.
Actually, it's not that anonymous.
They tell you it is, but it isn't, it's a database, not a persons memory, things can be correlated on a massive scale.
AOL thought it was anonymous and dumped their search history (just search terms), within 3 days, researchers had identified users.
And if you think that's bad...
This was exactly what Doubleclick was going to do with the data they collected from advertisements. They claimed they could determine who you were with extreme accuracy and planned on tying it your credit rating, which is often used for car insurance rates, bank loans and more. Had they determined that people who visit GH were bad with their money, simply because they spent so much money on keyboards, you visiting GH would have caused your credit rating to drop. Sounds crazy, but that was exactly the sort of thing they were
proposing going to do, they literally planned to tie your browsing history to your credit report. The public outcry was so bad that regulators stepped in, they not only had to abandon it, but they ended up selling the company to Google. This was years ago, combined with Facebook's data and cell phones it would be even easier.
This doesn't even get into the problem of corporations and/or (worse) the government knowing your dirty laundry.
What's legal today may not be legal tomorrow, just ask the Jews in WW2. Think it doesn't happen today, go ask LGBT people in Russia who are just short of being hunted like animals. And while you may think it can't happen in the US, there are politicians and groups working for exactly that, it was an American group who is responsible for the kill-the-gays bill in Uganda and someone almost got a kill-the-gays bill on the ballot in California (it required a judge to kill it). That was for THIS election cycle. Then there is the AshleyMadison (A.M.) leak, it's already known that there are several women and gay men on there living in Saudi Arabia who will probably be executed for being on the site (they have their email addresses already), regardless of whether they did anything. A.M. was charging people to remove their data (blackmail?), but apparently wasn't. This is heading towards courtrooms already, but that doesn't help those people in Saudi Arabia, those lose their jobs over this, or those currently being blackmailed over it all.
Your data tells a LOT about you and it doesn't take much.
Facebook WISHES they could get the kind of data MS already collects, let alone what they can get from Win10 users now...
Sorry, but no.
There's a major difference in what MS could collect were it legal and a smart business move verses what MS actually does collect. I think companies and governments would object to outright spying on every employee. Not only would MS sales plummet, but they would be sued into oblivion.
Which is why it's all able to be turned off.
Facebook wouldn't have it an option, they would just collect the info, you opted in when you signed up. MS can't do that with Windows due to sealed EULAS and government contracts.
