Power users just disable the Telemetry service.
Start > Run > services.msc. Right-click on "Collected User Experiences and Telemetry". Stop the service and change startup-type to Disabled.
Or you can use windows group policy editor. (which every IT department uses)
Start > Run > gpedit.msc Computer Configuration> Administrative Templates> Windows Components> Data collection and Preview Builds
Allow Telemetry > Disabled.
Now, please do educate me on how to disable telemetry on MacOS Big Sur without third party software.