It doesn't matter if they "display a warning" or not. Your claim was that they didn't enable it by default. They do, and you're full of shit.
As for your "disable in two places" tripe, it's funny how even if you disable that stuff - when the OS lets you disable it, that is - the damned thing still calls home. There are more knobs than just those, because Microsoft reports more than just your searches. (Not that disabling those seems to stop it from communicating when you search, but I digress.)
No tinfoil hat is required. Microsoft flat out doesn't give a rat's ass about privacy. And they won't, either, unless we make them.