Comment by pixel_popping

It depends what you consider data, to me for example, all the devices I use in my home, who comes in my home and such are considered private (as it should, but we might disagree on this), but realize that the moment someone steps-in your home, then the typical correlation of SSIDs, BT devices (to simplify it) is sent as telemtry to MS servers (this is official, I'm not just speculating).

And about pure "data" as in filenames file content and such, then obviously typical Windows Defender, Smartscreen and such that would send file hashes, sometimes content, filenames, mod time and such, making Microsoft directly aware of your filesystem content.