From the MS blog mentioned I find this section, or how it's formulated, rather interesting and disturbing:

"3. Advertising Data We Don’t Collect

Unlike some other platforms, no matter what privacy options you choose, neither Windows 10 nor any other Microsoft software scans the content of your email or other communications, or your files, in order to deliver targeted advertising to you."

Most people would read that as "MS doesn't scan your files, communication or email period" when it in fact just mentions one case in which they dont...