Microsoft appears to be in the business of trying to build a fully-functioning virtual assistant. If they're solving that problem with big data, they need a full stream of the user's behavior to operate on. But the tradeoff---an actual, working virtual assistant---could very well be worth it to people for whom that personal information is not worth hiding from a corporation with no vested interest in undermining their customer base by irresponsibly divulging that data.

If anything's sad, it's that we live in a world where some people do not have the freedom to treat their private info so loosely. That's a true tragedy, because there will increasingly be technologies they can't take advantage of.