>>frob+Z1
I wonder why in these threads nobody ever says to just pirate Windows. It's not hard to do. Sometimes people will float security concerns but it's a safe process if you just load an official ISO and then crack it, and even if it were questionable on the security front it's not like you're doing anything that really needs that sort of security if you're just playing video games. If Windows is going to make itself mandatory for some games but they're also going to pull nonsense like in the OP, piracy seems like a reasonable option to voice your objections without abstaining completely.
And yes there are also ways to stop data collection if you're concerned about giving that to them.