Well, that is kind of different: Apple collects information you provide. Microsoft on the other hand automatically collects data and sends them home. There is no way to determine what data Microsoft is collecting, one has no other choice but trust their words; according to the EULA they are entitled to collect anything they like. And yes, Microsoft has been caught in lying in that regard on various occasions.
Are you referring to the diagnostic and telemetry data Microsoft collects? If so you actually can view it, but it is really very generic and boring.