It would cost them too much money. Everyone is in for rent seeking these days... back in ye olde days (aka early '00s) you could actually buy operating systems or software, and you could keep using them virtually forever if you were fine that after a year or two you wouldn't get any bugfixes, and no new features at all.

Nowadays, people simply don't have the money to shell out hundreds of dollars for Windows, Office or the Adobe Suite (the CS6 Master Collection was like what, 8.000$?) any more, and so it's cheaper on paper for everyone to either have subscription models (like Adobe or MS Office) or "freemium" models (Windows). Obviously Microsoft has to make up the difference in income somehow, and they chose to go the advertising route. Offering an easy way to get rid of all the invasive advertising and tracking would kill that golden goose.