> IANAL but they are not a government or financial institution and do not have a right to that information.

As soon as you purchase something from Microsoft - e.g. your Office 365 subscription - they have at the very least your billing address on file for the credit card.

Seems to me that it's a challenge to make an apple account without adding a credit card to your account as well. A carfully chosen Linux distro (so many options!) is the way to avoid the brunt of these privacy issues, lots of open software calls home in some way or another so user beware!