Microsoft itself does it, too, possibly more than OEMs do. Even if you block some of the telemetry with your firewall, they now seem to be opening new channels to send the data to Microsoft's servers. Their behavior is quite malware-like.
Windows and OEM software/drivers are on the local machine.
In a restaurant, I expect other people to see what I eat. In my own house, I don't.
In any case, IMHO the stronger argument is that just because webapps spy on you doesn't give Windows any right to do the same. Unfortunately, a lot of web companies have shown that people will throw money at you if you attract enough users, and sell their eyeballs or habits.