Vista is proprietary. They can stick in a backdoor wherever they want. Wasn't there recently an issue with Windows Update ignoring your settings and updating itself anyway?

http://www.zdnetasia.com/news/security/0,39044215,62032221,0...

http://www.betanews.com/article/Experts_Astonished_to_Learn_...

Not to mention all the hidden metadata and undo information in your MS Word files. If you value privacy, using a proprietary OS (including OS X) is not the way to get it.