I personally think there are worst problems. Telemetry statistics are normally made anonymous. They don't do it to track you down, they want to know usage statistics.
If you use any online services (one drive, google drive, drop box), you normally agree in the EULA to let them peak in what you store there.
Everybody have a way bigger issue and it's called WEB BROWSING. Every time you visit a site, you normally let one or many big giant (Facebook, google, Microsoft) know a lot of non-anonymous data about yourself. Every site that let you use authentication from one of these companies will run script and they know which site you visit and what you do on those sites.
By default, Facebook create an account for everybody even if you don't sign up.. They do data mining on everyone's contacts and are able to send messages to non-members to let them know you should join Facebook because you're friends are on it.
Web companies knows a lot more about yourself then the anonymous telemetry stuff that Operating systems gather.
I could go on this subject all day.. but all have bigger problems.
Web plugin extensions that block scripts are your friend.