If we accept your definitions, then MS DOES have keyloggers installed
in their product. And they can send that information back to base whenever MS program it too.
Now, in the case of MS, the programming interrupts the send to request your permission, which makes it legal. It may be legal for the carriers as well. The permission may be buried in the legaleese most of us breeze through when we sign the contracts.
The issue I see for the phones is that for all the holes in MS software, they are better separated than the stuff on our phones, which makes this a bigger security threat, even if it is intended as a purely diagnostic tool.