There're many relevant questions during the install. If one actually uses the OS installation wizard GUI instead of skipping it with "next" buttons, Microsoft won't be collecting much.

Another thing, they don't have to because their business model is honest. They're building software, users are paying for that. Microsoft ain't an advertisement company, they have little motivation to track people.

> you need an email to set windows up now

I did clean installation of Windows 10 last week (recycled an old laptop after migrating to a new one), the email was optional.