Some of the claims may be, technically, overblown. Telemetry data is mentioned in Windows' terms of service, which many people skip over to use the operating system. And you can choose not to enable at least some of this by turning off settings the first time to boot into the OS.
"By accepting this agreement and using the software you agree that Microsoft may collect, use, and disclose the information as described in the Microsoft Privacy Statement (aka.ms/privacy), and as may be described in the user interface associated with the software features," the terms of service read
(opens in new tab). It also points out that some data-sharing settings can be turned off.