I think there needs to be some re-wording, of the "privacy" industry as a whole. Microsoft is not protecting your privacy because it is viewing and saving everything. What they are talking about is to protect against OTHER people or firms from seeing your history. In a real world situation, it would be relatable to an agreement with a security company... say you have your home set up with cameras in every room (including the bathroom and under your covers), the security monitoring company would say it would not share your data with other people. But truly, there is no privacy in that situation.