Any privacy options are quite clearly stated in the installation options, and they are in the settings menu in easy to find places.
Security is another issue, I'm not a fan of the OneDrive bitlocker key that MS automatically gets, or the Wifi Sense, but other than that I think MS has been quite transparent.
Considering that most privacy settings revolve around Cortana (i.e. the flagship feature for the OS), I don't see why people are getting their pants in a twist over it. For most people that pick the express installation, that will by default send all data to MS, their experience will be vastly improved.
For everyone else, you can switch the settings off, and for people who still have an issue generally use Linux (or OSX if they're that way inclined).
So really it isn't that MS thought you would say no to all their privacy questions. It's because Cortana doesn't function all that well if she's not able to send data to MS. Would it be nice if MS were more open in what exactly they were sending to their servers? Yes. So if that's the real problem, then don't question ethics, question their documentation.