Not sure but Cortana sends your personal data back to Microsoft to improve searches.
Cortana is your personal assistant. Cortana works best when it can learn about you and your activities by using data from your device, your Microsoft account, third-party services and other Microsoft services. To enable Cortana to provide personalized experiences and relevant suggestions, Microsoft collects and uses various types of data, such as your device location, data from your calendar, the apps you use, data from your emails and text messages, who you call, your contacts and how often you interact with them on your device. Cortana also learns about you by collecting data about how you use your device and other Microsoft services, such as your music, alarm settings, whether the lock screen is on, what you view and purchase, your browse and Bing search history, and more. You can manage what data Cortana uses, and what it knows about you in Cortana Settings and Notebook. More about the individual features, and how to manage them can be found at http://go.microsoft.com/fwlink/?linkid=522360.
Location services. Cortana regularly collects and uses your current location and location history to give you the most relevant notices and results and to make suggestions that help save you time, such as traffic and location based reminders. Cortana can only work if location services are on, so if you turn them off, Cortana will be disabled.
Text messages and email. Cortana accesses your messages to do a variety of things such as: allowing you to add events to your calendar, apprising you of important messages, and keeping you up to date on events or other things that are important to you, like package or flight tracking. Cortana also uses your messages to help you with planning around your events and offers other helpful suggestions and recommendations.
Speech and Input Personalization. To help Cortana better understand the way you speak and your voice commands, speech data is sent to Microsoft to build personalized speech models and improve speech recognition. On Windows devices, Cortana can only work if Input Personalization is on, so if you turn it off, Cortana will be disabled. See the Windows Input Personalization section for more information.
Apps and services. Cortana uses data collected through other Microsoft services to provide personalized suggestions. For example, Cortana uses data collected by the MSN Sports app so it can automatically display information about the teams you follow. It also learns your favorite places from Microsoft's Maps app so it can offer better suggestions. Your interests in Cortana's Notebook can be used by other Microsoft services, such as Bing or MSN Apps, to customize your interests, preferences, and favorites in those experiences as well. Cortana also allows you to connect to third-party services for additional personalized experiences based upon information you shared with the third-party service. For example, choosing to sign into Facebook within Cortana allows Microsoft to access certain Facebook information so that Cortana and Bing can give you more personalized recommendations.
Browsing history. If you choose to send your full browsing history to Microsoft in Microsoft Edge (see the Microsoft Edge description in the Windows section of this statement), Cortana can provide suggestions based on the sites you visit in Microsoft Edge. Cortana won't collect information about sites you visit in InPrivate tabs.
Search history. Your Bing search queries - even if Cortana does the searching for you - are treated like any other Bing search queries and are used as described in the Bing section.