I think we should just be happy Microsoft/Windows 10 actually lets you know what information they're getting, and at least has the options to disable them :V
If you're afraid about what sorta info they collect on a computer operating system, I really hope you don't have a credit/debit card, or any affiliation to the bank at all, an ID, have your fingerprints ever collected, have a cell phone with any sort of contract or service provider that isn't a pre-loaded card, any sort of internet connection at all, and consistently hide your face at the sign of any sort of surveillance.
That being said, they're all terrible excuses to miss out an a stellar operating system.