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.