They spy on you for marketing purposes not to mention to see if you have any "illegal" software/downloads.I don't really care if Microsoft spies on me, I don't download porn, and I don't download illegal copies of software.
I used to years ago and I had thousands of pounds worth of software like photo shop that I got from hacking sites. I also used to get serial numbers for games so you could run them without the cd.
But I don't do any of that any more because for one thing you can get hacked by people who put Trojan horses into their give away of software. For another thing there are more cyber police monitoring the internet.