What makes you say that? Have you had a look at e.g. https://microsoft.com/trust ? We* are not in the business of selling your data. *I work at Microsoft
By that rationale, everyone should believe what politicians say then. I'm not saying that Microsoft is doing something "wrong" with the data they collect, the problem is the way they collect the data and their response (or lack of) in open source communities when they enable telemetry even at the language level.