Dextermat, there is a difference between 'leaking information' and 'intentionally sending out information' in the real world.
I personally use Edge as my main web browser and I LOVE it except for ONE thing: Every so often, I get one of those "MICROSOFT SECURITY ALERT!" pages that comes up from a website that has ads whenever I temporarily turn off MalwareBytes.
Microsoft needs to fix that by including some type of website blocking feature in Edge that prevents the website from popping up in the first place.
As to the "The problem is with Windows that makes the system insecure!"
No! Microsoft Windows is the most used operating system out there, bar none, for PC's. Of course it is going to have the most attacks against it and the most vuln's.
Microsoft has been very good from what I have seen of plugging holes.