Because Windows is complete garbage from a privacy standpoint. Even disabling every metric visible to the user Microsoft still allows their own ad network to track you. I do not believe they are honest in the user privacy sphere.
Nice rant, but how is this relevant to GP's comment?
Microsoft is an ad network. They went on a buying spree 10 years ago snapping up various ad networks. Windows 10 is riddled with ad tracking software and even when you disable every checkbox during OOBE there are still more that are enabled you cannot disable. If it was such a good idea they wouldn't use it.
I don't trust any of their ideas on protecting your privacy just as I don't trust a fox to guard a hen house.
I think the point of the ID is (partially) to reduce the chance that ad agencies will use scummy workarounds. If the ID isn't guaranteed to be there, I can see them using the scummy ways instead.