Cortana can listen in on every conversation in your room.
Wonderful! Just what we needed...(sarc/off)
Or...
...orrrrr...
You could be a responsible computer user and configure your machine to be more secure and private.
All the FReepers who bitch about Microsoft strike me as the type of person who just want their machines to self-configure to their own desires, and I'm sorry to tell you, that's not how any computing platform works, even Apple devices. If you think you're natively "private" on an Apple device, you should probably do some reading on your own.