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Your reasoning does not make it harmless, it makes Microsoft the same as Google and Apple.

People defend the walled garden of Apple.

But I think it's just post purchase rationalization.

People enter the walled garden expecting a walled garden and desiring a walled garden.

Microsoft’s behavior is like taking a stroll in a forest or open field and suddenly having walls erected around you and cameras pointed at you.

harmful is google purposefully blocking their properties to mobile edge when everything worked with changed U/A string.

Concerning at best, since they're using first party grounds for advertising but that does not make it harmful.