That's what you want to believe in and have been told to. There is no difference in terms of handling users privacy between Microsoft and Google. One is left and one is right arm, both collaborate in shower and tend to drop soap, and when they do, they pick it up fast for anyone to.. get close to them.
Is actually what I know not what I been told, as I been at Microsoft in multiple times during my lifetime, and know multiple people who work there. The telemetry data everyone complains about can't be reassembled nor tied to anyone.
As is just that, telemetry data which everyone company has, Google gathers personal information and ties it all to an ID (regardless if you have an account or not, they use IPs and HWIDs to identify you).
At most Microsoft has your Account ID which can be used for other more personal data, but that is your choice, like location data, history, favorites, settings, all that can be turned OFF and ON with no fuss.
If you don't have a Microsoft Account tied to Windows 10, they don't gather any of that data in the first place, only the telemetry data which I mentioned in the first paragraph.
People can whine all they want about Microsoft, but is Google who pays fines every year, not Microsoft.