Everybody Does It
Google slurps all your search keywords, browsing history, and if you connect to your car's radio Google will slurp your engine's performance. Apple is bit more polite. They give you shiny new toys, like Siri, yet fail to mention Siri is quietly collecting everything you express interest in. Apple calls it "learning." Amazon Echo places a live speaker in your home which is connected to a server farm. XBox Live puts a camera in your house. Smartphones track your GPS coordinates to provide traffic data then sell you back the data they've collected from you.
So, Windows 10 is snooping? You're just swimming against the tide at this point.