I wonder how much of it is to collect data and sell ads compared to just getting people to start utilizing what is now Microsoft's core resource, which is cloud services.

For them, getting you using onedrive is a (huge) step towards getting you to pay them for more storage using onedrive, and to also allowing them to use their advantage as the OS provider to get you using features that both keep you from moving away from Windows and keep you from moving to dropbox or another cloud competitor that normal consumers commonly use. For example, onedrive desktop sync tied to your Microsoft login, so you can log into a new system and have it put your preferences and files in place.

Having more data to monetize people is useful, but I would bet that they value the the lock-in of integrated services far more, as that's where they can possibly grow (by offering more services once you're less likely to leave), and growth is king.

It's the same thing Google does (and Samsung also attempts to do with their custom apps and store) with Android, but at the desktop level. Apple is able to do it for both desktop and mobile.