Well yes all OS's in the end use some form of it, but what its used for is the difference maker.
In linux its mainly used for error reporting same as OSX.
In windows 10 however it does seem a little more dubious especially with advertisements being embedded into the start menu.
I have no doubt that ads may be embedded into the start menu if you don't take the time to tweak your settings. I've read the license and service agreements in great depth, and virtually all of the data collection beyond error reporting and similar comes about from use of the services.
I have never had an ad, not a single one, in either the Insider previews or the general release of Windows 10 because I bothered to take a few minutes to go through my settings and adjust them to my liking. If you turn off:
1. In "Cortana and search settings," the setting to let Cortana remind you blah blah (in other words, Cortana as a service) and Include Web Search Results.
2. In same, click the link regarding what Cortana knows about you in the cloud, and clear it if you ever had her on (I never did, deselected her at upgrade)
3. In same, Click "Other Privacy Settings" link and have the actual Privacy Settings Dialog come up.
4. In Privacy settings dialog, click each pane and spend the time you need to look at the various bits and decide how you'd like them set. If you want "as private as you can get" then universally "off" covers it. If you're doing "universally off" then ticking through the panes takes far less than 10 minutes.
I don't get why people believe that any OS is going to come with default settings that they simply must accept and like. The first thing I do when I get a new OS or OS upgrade is go through system settings if they matter to me. The people they do matter to most should be the ones least surprised that this is a necessity, not an option, to get things set up the way you want.
One of the things in the Privacy Settings, General Pane, item number one is: "Let apps use my advertising ID for experiences across apps (turning this off will reset your id)". Do this two minutes into your setup and you'll most likely never see an ad. I haven't and I've been using Win10 on this machine since October, I think. It might be September.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1803, Build 17134
In a modern society where everyone thinks their opinion deserves to be heard nothing annoys me more than individuals who mistake their personal preferences for fact.
~ Commenter TheCruyffGurn on the The Guardian website, 8/13/2014