Thankfully the only Windows I currently run is XP in a VM isolated from the Internet. So I have no personal experience. But the articles are all over the Internet. Here's one I found quickly:
https://www.theverge.com/2017/4/5/15188636/microsoft-windows...Yes, there's plenty of "diagnostic" information sent to Microsoft. You might be willing to trust Microsoft with it, but I sure don't.
Just like they claim the keylogger isn't really that, it's perfectly harmless. Here's an early quote from Microsoft: “When you interact with your Windows device by speaking, writing (handwriting), or typing, Microsoft collects speech, inking, and typing information—including information about your Calendar and People (also known as contacts)…” http://www.pcworld.com/article/2974057/windows/how-to-turn-o...
Is that still current? I don't know, why would I trust them to have removed it?
Microsoft's game is to wear people down. Not everything can be turned off; many things that can be turned off are turned back on by system updates. After a while most people give up and live with the spyware.