What do you have to lose by being data mined? You can refuse any product someone tries to sell you.
There is a tad bit more to it than just attempting to sell you some product. While credit agencies deny it, they use data mining to help determine your credit score. This data mining is not whether you pay your bills on time, or what products you purchase or own. This data mining extends to who you know online, or who you communicate with. If one of your friends does not pay some bill, you may be denied credit, or a job. Many of us here use pseudonyms. Some of us even think that that pseudonym and a proxy will protect them and keep them anonymous. Facebook has an algorithm that with a paragraph of your writing, they can identify your offline identity with about a 90 percent confidence. Facebook rents this algo to who knows all. Speaking only for the US, though I understand that it is somewhat the same in Britain, if you have an online conversation from someone in certain countries, or on a watch list, you suddenly find some government agency wanting to know what you had for breakfast five years ago. If you say certain things online about certain people, you just might have a personal visit from some alphabet agency. All of this is due to the wonders of data mining and statistical regression. You may also find your auto insurance to be higher, not because you have a car more prone to accidents, or you live in a high crime area, but rather because you know someone who knows someone who has a record or a drug problem.
Moving beyond the government possibilities, I have no problem buying something if I need it and it is advertised to me. However, this is not the only use of data. Combining data mining and psychology, business is learning how to market things to you that you do not need and would not otherwise buy. This is manipulative in the extreme - but what the hell, we do this too; we just are not as skilled at it, and do not have the large amount of data to do it as effectively as a large company.
There are a lot of problems with data mining, and I have not even touched the surface.
However, my intent in starting this thread was to inform others of the bullshit methods that MS is using to insert data mining into previous operating systems that did not collect the plethora of data that Windows 10 collects.