Here's an interesting read from noyb that tells the tale of how scummy Xandr, the Microsoft advertising network, is.

https://noyb.eu/en/microsofts-xandr-grants-gdpr-rights-rate-...

I've tried to do the same steps in the past and eventually, the xandr pages linked there were removed - now being in Microsoft something page - and being even harder to contact (even if it's still possible to fill a form asking for your data when you get there. I received the same answer as noyb)