According to Microsoft's Family Safety FAQ (https://account.microsoft.com/family/faq/):
> On Windows 10, you’ll need a Microsoft account in order to use Microsoft family whether you’re a part of a family as an adult or a child. When kids are added to a Microsoft family with a Microsoft account, any time they sign in to a Windows 10 device, their settings will be applied and their activity will be reported to the adults in their family. Adults can always turn off activity reporting or remove kids from the Microsoft family at account.microsoft.com/family.
By default, unless you log in and explicitly disable it, Windows 10 collects kids' usage activity and uploads it to Microsoft's servers. Presumably the same mechanism is disabled for adults. Presumably.
I definitely didn't enable it, and I'm sure my son didn't check any "narc me out to my parents" checkbox.
Edit: we already had a family account set up for our Xbox. I suspect that's how Microsoft determined that the emails should go to me.