I remember using bitvisor (a very thin hypervisor like Xen but for intercepting sys-calls or hyper-calls) to see if Windows XP and Windows 7 send anything without being caught by the OS level firewall. It was actually but I never investigate further. So with a grain of salt, I would never trust what Microsoft provides a way to increase the trust of people who are worried. Also in this documentation, it doesn't mention what is the data actually but it only says some keys and ids.

I would like to see how the OS I have paid for (not everyone is just upgrading) can be stopped of monitorings. Granted I am coming from Linux and Mac but it took me a lot of time to find the checkboxes and there is still no way to know if I have unchecked them all and if they are adding more of these in the future updates. Which may be this tool can be helpful for me knowing oops I missed one of those apparently.