It's all clearly outlined in the Microsoft Privacy statement, which says that Redmond collects data when you "create a Microsoft account, submit a search query to Bing, speak a voice command to Cortana, upload a document to OneDrive, or contact us for support." PC Mag source
Oh Yeah! You’ve got that right and yet it seems that most folks read right past that or just don’t care! What a grandiose statement their policy is!! How about you have no privacy on the internet when you deal with us on any program, that would at least cover it. Microsoft has become the snoop of the internet users it seems.
Probably does not matter though as I am beginning to think that most companies use personal information for their benefit anyway...geez!