FireEye is on the up-and-up, and they’re generally viewed as one of the most reputable IT security institutions in the world. This is much ado about nothing, as are most of the MS FUD.
It’s not difficult to see the data that is sent via telemetry. If you were to go through it, you would notice that the data is sanitized and doesn’t contain anything that’s unique about you unless you’re using some off-off-brand USB mouse or an exceptionally old Centronics-based printer.
On the other hand, Fireeye has invited Hillary Clinton to speak in October at their cybersecurity conference, lol.