Interesting comment actually. A lot of people already install ssh on windows, and it has been like this forever. And spying the user is more on their business agenda.

Also people claiming that it does not spy because it open source should read [1]. Source availability does not mean the binary was built from it.

1. You Think the Visual Studio Code Binary You Use Is Open Source? Think Again | Hacker News – https://news.ycombinator.com/item?id=18012301