Some highlights:
"Windows 10 nagging users with Bing advertisements (push alerts)" https://news.ycombinator.com/item?id=27337382
"Why can an ad break the Windows 11 desktop and taskbar?" https://news.ycombinator.com/item?id=28404332
"Microsoft accidentally reveals that it is testing ads in Windows Explorer" https://news.ycombinator.com/item?id=30711277
EDIT: And to finish the throughline back to XP, every version of Windows since then has included more "telemetry", which a perfectly reasonable person could describe as "spyware".