I haven't changed my data gathering policy either. I'll be moving to Linux Mint sooner than later.
Then do it. What's stopping you?
If data mining is that big of a concern, then do what you say you're going to do instead of just making empty threats. If enough people do it, Microsoft may relent.
(they did it before with other controversial policies...e.g.: Xbox One having digital-only games, no used games).
Hell...Linux and similar OSes are the only real bastions for those that want zero data mining with their Internet-connected devices (and even that's a stretch).