They do ignore the hosts file, it’s true - but they don’t ignore windows built-in firewall. I used it to blacklist a bunch of hosts when I had wireshark open to diagnose an unrelated problem and noticed all my keystrokes in the start menu search box were being sent to MS, as well as details about every application I launched. The search box keystrokes were going to onedrive - presumably to show me files matching from there, but I don’t see why they can’t download a list of files and locally search that. Sending every keystroke in that box is unnecessary.