What? You run the code in the browser when it comes to javascript just as you run the .NET SDK. The difference is that the .NET SDK tell you that they send telemetry, how to disable it and what they store are not really any sensitive information. Most websites run code with the sole purpose of identifying you.
Well yes, and it behaves as expected, don't it? They are very open with what they are doing and you can build from the sources if you do not trust the binaries.
The point is, I understand why people dont want telemetry. I don't. I think they should ask before they do it, a lot of people are probably willing to share the data. BUT I also understand why they are doing it and I think they've done it in a good manner still.
You should also think about your expectations, one shouldn't have to expect that every site is trying to track you.