Yes. It's bad when Microsoft does it this way because it's opt-out. IntelliJ/Android Studio prompts you and asks you your preference first. I think Eclipse is opt-in but could be mistaken.
Homebrew is opt-out post-install by setting a flag as well (no option or warning pre-install). But they do remind you afterwards that they are tracking and give you a link to learn how to disable it.
As long as no data is sent until first use (giving you a buffer to opt-out), I don't have an issue with this.