This is another reason why Microsoft requires that you have a Microsoft Account for your Windows computer.
They tie your computer's Windows GDID to your Microsoft Account, and this ties to YOU as an individual.
Everything you do with your computer, regardless of VPN, IP anonymizing, etc. is directly traceable to you.
Of course, if you're not doing anything bad (*), there's no need to be concerned. Right? /s
(*) Bad: Counter to the approved narrative.
Could have fooled me. I don't have an M$ account, yet I have two functioning copies of Win10.