Telemetry related of course. Shame it is not properly documented. As with all things closed source we have no idea how this works, when it is updated or if it is possible to ignore it totally.
Most likely this feature is a response to incidents such as this: https://www.wired.com/2011/03/comodo-compromise/ (in which certs for login.skype.com and login.live.com were misissued by Comodo).
Blocking the domains in this list to prevent telemetry, as suggested in other comments, would prevent access to most of Microsoft's online services. This includes third-party websites hosted on Azure that aren't using their own custom domain (.azurewebsites.net), and all software updates, including critical security patches.
This is a list of user-facing sites.
If you have win10, you can add this to your hosts file. The optional portion of the list will block store items, the email client and even things like the Groove media player, so use it as you will.
Of course, this is not foolproof, and documenting the feature will just alert people they need to mock telemetry and this pinning feature first.