But I don't have a Microsoft account (only ever used local accounts in Windows 10). How can I ask for all my data which is associated with my installation/license?
Not only that but you can’t opt out from data collection at the moment.
https://docs.microsoft.com/en-us/windows/privacy/basic-level...
There's enough information in there to identify a machine and user via correlation.
Here's a full analytical report: https://www.lda.bayern.de/media/windows_10_report.pdf
[1] By contrast to anonymization, Article 4(5) of the GDPR defines pseudonymization as “the processing of personal data in such a way that the data can no longer be attributed to a specific data subject without the use of additional information.” By holding the de-identified data separately from the “additional information,” the GDPR permits data handlers to use personal data more liberally without fear of infringing the rights of data subjects. This is because the data only becomes identifiable when both elements are held together.
[1] https://iapp.org/news/a/looking-to-comply-with-gdpr-heres-a-...
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The principles of data protection should apply to any information concerning an identified or identifiable natural person. Personal data which have undergone pseudonymisation, which could be attributed to a natural person by the use of additional information should be considered to be information on an identifiable natural person.
I have no clue what information they'd need from you to answer that question, but at least you can get a response without having to send a physical letter.