Microsoft and Google don't even try to hide the fact they will siphon your data, whether you like it or not. You can turn off some of the egregious siphoning, but that's about it.
Mozilla meanwhile claims to be the champion of digital privacy, marketing Firefox as the private browser of choice along with a host of ostensibly privacy products such as VPN, all the while also siphoning data. Turning it all off requires digging deep into about:config.
One group is honest (or at least relatively more so) about what they do. The other entity is a pathological liar led by a queen on Google's leash for controlled opposition purposes. As such, I daresay Microsoft and Google are more private than Mozilla because you know what you sign up for.