How much more or less invasive is Microsoft than other companies for comparable services? Without a good way to assess this, you run the risk of moving to a worse service, by whatever definition you want to use for worse. The market is very inefficient due to lack of comparable information to do with privacy policies. You can read all the policies of the services you want to use, but keeping that straight and making a decision based on it is quite a large task.
If you don't encourage alternatives based on things like privacy or security, then nobody will be left to develop those alternatives. The thing with voting with your wallet is that it works in two ways - it discourages these monstrous companies like Microsoft, Google, Facebook, Apple, etc. from doing invasive things and it encourages smaller players into developing the better alternatives that we need.
Any of the popular Linux distributions are much less invasive than Microsoft's Windows 10, plus if you have the resources, you can audit it for backdoors (e.g. my government can certainly audit a Linux distribution, but they'll never be able to audit Windows). A Linux distribution is currently the only reasonable choice for privacy and security. Also take disk encryption. The way Microsoft is doing it lately is for the encryption keys to be sent to their servers, tied to your Microsoft account. On Linux you've got dm-crypt, ecryptfs, battle hardened firewalls and SELinux/AppArmore, all open-source and open for inspection, free as in beer as well.
Of course, you've set myself up for failure by demanding "comparable services". You know what, I could live without things like Cortana, Google Now, or Siri for a long time and while I get the potential, for now there is no benefit. Google Now somewhat helps with my traveling or daily commute, but that's a task for my phone, not for my laptop. Microsoft is continuing to break the utility of the desktop. That's too bad because all of this post-PC craze is misunderstood and I hope others will jump on the created opportunity.
I didn't mean "comparable services" to imply that the the competition had to match all services, just that when comparing, you match the services you actually plan on using. I think we are of a similar mind on this, I just wanted to highlight that lambasting company X as bad without showing how it compares to it's competition is less useful than that same assessment with comparisons. I ranted about this yesterday elsewhere in this same submission. I'm firmly of the belief that at least some of the lack of importance put on privacy by consumers is how hard it is to compare between providers on this feature.