Thank god I switched back to windows early this year. I absolutely love it and I do not foresee me returning to Apple for a considerable amount of time.
You should know that Windows includes a similar feature (to call home and report file hashes and the user's IP for example) called SmartScreen, and with default settings it also triggers on every single application launch in the OS.
I use both Windows and Mac but I would never consider Windows some patron saint. The telemetry and dark patterns in Windows are much worse than what Apple does. Windows literally advertises its own browser in different parts of your OS and will regularly change the default back to Edge after updates.
But overall I am pretty happy with Windows being my daily driver now that they have WSL.