Here's my honest take on this: It's telemetry data, that as far as we know, doesn't impact you personally other than giving MSFT data to improve the product.* There are creepy personal violations that individuals can see/feel with Google/Amazon/Facebook..."wait, how did they know I wanted to buy that".

* - Note this does not mean that it's not being or will not be used maliciously in the future. The jury is still out.