If Microsoft or any other company is actually shipping a keylogger, the idea is definitely not to prevent you from committing any crime, but more to spy on you. Why would they care if you break laws unless it affects them?

Private companies do not surveil you with the intention of blackmailing or policing you (i.e., "you have something to hide!"), so it doesn't really apply here. By default, every user on a platform has something to hide, i.e. their data and usage and must be given the option to hide that or keep it anon.

If you do have something to hide, Microsoft's Windows telemetry features aren't even your top security concern if you're smart.

The thing about examples is that we can play-pretend for a while and imagine that "if X, then Y" even though "X" is not true in the real world. :)