When Microsoft says that they're collecting data just for quality of service purposes and don't care who I am personally, I take them at their word. I'd trust Microsoft with my usage data more than I would Google or Facebook, because Microsoft are primarily technologists in the IT platform and services business.
However, Google and Facebook earn most of their revenue from aggregating and selling data to anyone willing to pay. They are essentially marketing companies with a veneer of sugar coated technology specifically designed to draw people in and leech as much data as possible from them.
"The universe is complicated and for the most part beyond your control, but your life is only as complicated as you choose it to be."