Damn, I wasn't aware that they share this kind of information. Luckily I'm in Europe and I think here they'd need at least an additional opt-in to do stuff like that. That said I have to say "No thank you, please don't send all my data to the cloud" at least 5 times when installing Windows 10 these days, so I'm sure they definitely try. I haven't used Azure in a while though so I can't be sure.

That's also why I use Sublime Text instead of VS Code and run a private Gitlab instance instead of developing on Github (barring open-source work, which I do in the open anyway), as I'm pretty sure MSFT will find an excuse to mine my telemetry data for their own benefit eventually.