None of these things should've been opt-in for an OS by default. Microsoft is already updating the setup/first-run experience to inform the users about the telemetry options and let them opt-out.
Every Windows Update that I've installed on my SP4 has reset these settings back on, thus yes, it is somewhat forced on me. I'm definitely not the only one who had this happened as many complaints in Feedback Hub was about this and other MS forums. In fact, it was only recently that MS said they'd keep track of the default app settings to prevent reinstalling them upon updates.
And I did have Windows update forcibly install itself in the middle of a session when it was supposed to wait until later.
You need to download a third-party program like O&O's Shutup10 to disable telemetry. As this is not a supported method, Microsoft ignores the user's clear preferences and turns it back on with every major OS update.
https://www.oo-software.com/en/shutup10
You can indeed opt-out of ads, you're correct there.
Not unless you are running enterprise.
Also, I also find that things I've removed get reinstalled on updates. And that updates reboot my win10 computer unexpectedly. And that I have to hack registry and kill processes to stop that - but that updates occasionally circumvent my circumvention.
Seriously, Windows is hostile. I was forced to pay for an OS that goes to great pains to be hostile to me and subvert my wishes and configuration. DO NOT WANT! (And do not use, except for one machine that I'm forced to use to support some customers).
Seriously - there is so much FUD about this it isn't funny anymore. What ads are you talking about? Sure, there are recommended apps (can be turned off), apps preinstalled (takes 30 secs to uninstall them) and telemetry (easily turn it all off in Settings).
So-called "developers" and tech enthusiasts are smart enough to get Linux up and running in a heatbeat yet struggle to turn a few things off in Windows that takes 1 minute at most to do. Please.