For one thing (among millions of them), Windows 10 comes with a keylogger. It made its way into 8 and 8.1, as well. If you fully update Windows 7, it's also there, so under 7, one has to be careful with what updates are installed (I simply have always used an unupdated SP1 version of 7, with no problems whatsoever). This sort of stuff is part of why I also prefer PowerMacs: no processor-level backdoor, which is installed on 100% of all Intel Mac machines ever made.
Please tell me more.
The only PC/Mac backdoor I was aware of was the Management Engine, but that was only added in 2008, so I've made a personal exception that the '06/'07 Intel Macs are just as great as the PowerPCs.
For the processor-level backdoor, are you talking about ME? As above mentioned, it was only instilled in 2008, so to my knowledge, the first two years of Intel Macs are safe. For that matter, as it was only added in 2008, that means the early Core and entire Pentium line is safe as well, again to my knowledge.
In practice, it can be argued none of this really matters, but I still enjoy avoiding such crap.
Yeah... Until the $#!t hits the fan. Suddenly, quite a lot matters.