The question was about Microsoft, and it depends on the definition of "stealing" and the definition of "your". It's in the terms and conditions when using their services. As a user you agree to a lot, that you probably wouldn't agree to if you took your time to read the fine print. Many SaaS operators has also a history of selling data to others, and a breach of the service might effect all users of that service and not just one. Many companies have restrictions against usage of SaaS for exactly those reasons...