yes windows is a keylogger and yes it uploads anything and everything it can fro your pc. this includes security certificates windows creates. so anything you "secure" through windows will have the key uploaded to MS.
using the 3rd party tool is one way to attempt to avoid this and is why i suggested in your other thread about this same topic to store the key OFF the pc like on a usb drive. bitlocker and other windows security is only as secure as MS wants it to be. which means it may keep others out, but will not keep MS out and anyone they decide to share your info with which is pretty much anyone who asks and can pony up some cash.
there is no way to prevent windows from collecting the data on you, the only thing you can do is to have a separate firewall that can block the traffic once it leaves your pc. but there is no way to stop the collecting as i've been learning more and more. i've been learning from some very knowledgeable people and as we explore, they keep reminding me, "there is a reason the governments of the world refuse to use win 10 as is!!" MS has created a special gov ediition stripping the data mining out since they all know there is no way to actually stop the collecting.