I read a lot of comments here wanting to block the connections, but wouldn’t be easier/better to switch to an OS that doesn’t spy you? The answers possibly is no, because they might use X or Y that requires them to use Windows, so a better question is, what holds you back to switch to Linux? (macOS also talks to a lot of servers and collect telemetry as Windows, maybe in a different scale, so isn’t an alternative if you are worried about your data being collected).

I personally prefer Linux, but what’s holding me are the streaming services (netflix, amazon, etc), I can only watch SD content if I’m on Linux, so my second opinion is macOS, I can watch at least in a decent resolution and also their notebooks are the best ones out there (the air is amazing between price, performance and battery life) for my use case, that’s also work.

It can come down to one program that doesn't have a good alternative on another OS, my version of that are the DAWs / music production tools I know and love. Wine solves a lot of this (but not all) for Windows programs, the macOS equivalent Darling[0] seems to still has some way to go until GUI programs are reliably supported.

[0] https://github.com/darlinghq/darling