I'm pretty sure that is exactly the point Microsoft are making with this campaign.
They are using the fact you can't opt out of a "feature" as an excuse to opt out of a "product".
They are leveraging peoples perception of 'Privacy' to do that.
Really do you think buying an Audi will mean you can kiss the girl at Prom? Or by wearing Calvin Klein you'll look amazing from every angle? ... No, Ads lie all the time... Chrome isn't technically "Faster" but they still run ads that say as much...