What this also means: you cannot have any private conversations with windows users anymore. They all have to be considered fully backdoored. Even if the agent runs locally, you don't know what it all sends back to MS servers.
For people who have any slice of privacy consciousness left, this is the death of Windows. The difference between this and using a desktop directly from MS' cloud is negligible - MS can get access to potentially everything that's visible or readable on your desktop.