I care because I am a Windows user. Just because the other guys have them as well still doesn't make it right. I disagree with it all around from every tech company.
"Trust us because we are Microsoft"? Not reassuring. What future are they covering themselves for that makes this OK? If they had no intention on using it they would not have put it inside of their Privacy Policy. Who puts, we reserve the right to steal all of your financial data and empty your bank accounts if we find that there is any money in there. No worries though, we will never do such a thing because we are Microsoft.