I think it's time to accept the viewpoint that with all the obfuscation of your Privacy settings you probably have missed at least one, and/or MS have reset them while you weren't looking. Someone will need to figure out if you can firewall off any data that tries to escape to Microsoft while still letting OS updates in. (In fact firewalling the update server could be a good control mechanism to ensure that updates happen on your schedule, not Redmond's. However all this seems like a hell of a faff and will probably only see use by people forced into using/supporting W10.
Where I think this will hit Microsoft bigtime is Compliance: what if the data I handle on a day-to-day basis is not only confidential, but I have a legal or professional duty to keep it private? Are people really going to use W10 if misclicking a privacy flag (or a forced update resets it) could put your job or your freedom at risk?