If the data is completely anonymous it’s not really breaking the GDPR. If it’s not voluntary they are in a range of other problems though.
The telemetry can't be completely anonymous. It's attached to an IP address and the EU considers that PII: https://www.enterprisetimes.co.uk/2016/10/20/ecj-rules-ip-ad....
Disclaimer: I used to work for Microsoft, and this is what we did.
For a longer explanation, see my post about the &aip=1 feature in Google Analytics that does the same thing to the end of the IP.