Which doesn't matter much, Every sites you visit collect as much about you than MS.Well, that's why I have data collection turned off in Defender and why I refuse to use the new Edge. New Edge is called privacy browser, but it collects the URLs of websites you visit through SmartScreen.
People blame tech giants for collecting datas, well yes, it is a business than worth millions, so if i were them, i will do the same and probably more.
The real culprits are people who expose all their life online. if you expose useless datas, then you won't care.
Some telemetry and URLs collection (which is necessary for a web filter) aren't big deals, i don't care if MS know that the persona called Umbra visit or porn sites LOL.