Microsoft has had a CAPI key in their operating systems since XP. It is, ironically, called _NSAKEY. While there’s widespread speculation about its use, the naming and even the key itself is suspect. Microsoft’s had backdoors built into their systems for years. Truth is that you’re not truly safe from prying eyes unless you’re building your own OS from scratch. Next best thing: Linux!
Not even then: The Ken Thompson Hack.