If the user is being shown an advertisement when opening a local software program then that means a request is being made automatically to some remote server. That is data collection. If the user clicks it, thats more data collection. And so on.

For the user, there is simply no need for a local program, e.g. a "word processor", to be connecting to the internet at startup. That connection attempt is for the needs of Microsoft, not the user. It sacrafices user privacy for the benefit of Microsoft.

IMO, they would not have made these sort of changes were it not for the success of Google and similar ad-supported web businesses.

As another commenter points out, Windows 10 is apparently full of this type of behavior. Telemetry is data collection.

Lets not forget about Bing. More Google mimicry.

LinkedIn, like Facebook a seemingly benign and useful "service", is one of most egregious data collectors, and is a major threat to user privacy. They are part of Microsoft. Microsoft wants user data and has paid billions to get it.