Maybe write to the FTC? This is a privacy violation. It’s also arguably anticompetitive— they’re auto-enrolling you in an MS product you didn’t want to use, and this comes at the expense of either just local use or of any competing system.
IMO this is also something that the US should shut down hard for a very different reason: every time anyone complains about a vendor, usually Chinese, misusing American data, the US is implicitly making a comparison to American vendors, which are supposedly better. But here’s MS being every bit as bad, if not worse.
Foreign countries can, and should, stop using MS over this. Things like NDAA look pretty dumb in light of this behavior. The US’s technological dominance is somewhat at risk due to this crap.