I opened a bug (well, feedback item) during the preview about this. Even with the various group policy settings set, there was no way to disable web search. Rather unacceptable. One would think this has regulatory and compliance issues as well, no?
There are meetings taking place to work out what to do about this in various companies and the general answer so far is jump the sinking platform ship and "thank fuck we wrote everything in Java". Some of the big guys are already rolling out RHEL desktops.
I suggest using this incompatibility as leverage against this kind of data exfiltration. The only way a big company will change is when it hurts their pocket book. They might notice if enough businesses such as yours decline to use Windows 10 while complaining about this.
Of course, Linux is always a good choice, regardless of what MS is doing. If big players are already jumping to RHEL, now would definately be the time to switch.
Microsoft knows it has lock in from a lot of people and it will abuse this. I think their aggressive cloud move with Office 365 and Azure's PaaS stuff is an example of how they are moving this forward further yet retaining a subscription. NOTHING is portable away from them without significant cost.
Edit: just the effort I started two weeks ago to move all my data to platform neutral formats and shift to Linux is less than 50% of the way through and that's just one person with 20 years of data.
Though I may still jump through the hoops to do upgrades on a couple more laptops just to get Windows 10 Pro licenses activated on them - fortunately one of them needs a wipe and reinstall anyway since it was factory restored with Win7Pro 32-bit instead of 64, and the other will need a larger SSD within the next year.
I wouldn't be surprised to see some updates to add better privacy controls - particularly for environments where privacy may be legally mandated. Not every small medical practice is going to be in a position to get Enterprise with possibly better handling of such things, nor will every small law office concerned about someone subpoenaing all of their search terms from Microsoft while they're preparing for a case.