This is not an accurate statement. Windows 10 includes a huge amount of spyware out of the box direct from Microsoft.
Now, MS isn't an ad company like Google, and enabling data collection by default is the wrong approach for users. It feels like it was build with features (that you probably don't care about--Hey Cortana) in mind before privacy.
https://git.eeqj.de/sneak/hacks/src/branch/master/fixcatalin...
The above script helps a little bit.