"Set as metered connection" under the connection settings.
You can disable telemetry at any point if you want to. The only "unwanted ad" - that everyone constantly complains about, is for onedrive. Guess what - every time I log into my mac, it asks me if I want more icloud storage. So literally the same thing. Ubuntu wasn't much better with their Amazon experience. If you're going to tell me to install Gentoo or Arch on my daily driven laptop we aren't having a rational discussion.
I've NEVER had Windows download a "sponsored app without my consent". What third party app is this you speak of?