If they are doing a keystroke logger (ie, capturing typed private user data) where are they logging this keystroke log too? Or is the run command history sent up?
Are you talking about folks with Send my activity history to microsoft checked?
I have a script that sets default privacy preferences to my own preference when I start using a machine, you might consider that.
Then you will probably notice that you no longer have a history for Win+R run history.
It’s not unique to Windows to mine user input but it’s more recent than for example the search in iOS and less obvious than Google search.
I believed that the “personal” in Personal Computer meant that it belonged to me, and that used to be true. We are sliding down the slippery slope of allowing the software vendors to own our devices.
I think the staring point with Windows was product activation in XP, and that was quite legitimately intended to stop software licence abuse. I am still comfortable paying for closed source software but Microsoft seem to have given up on that business model.