As an employee working on a corporate device everything will be tracked anyways, this is the most tin-foil take ever.
Your latter concern is at least a reasonable one, but it should all be open source anyways? Not that any of us have the time to audit everything. I doubt Microsoft is going to allow anything nefarious...
You're telling me that in the EU things that happen on company assets are not tracked? I think any company could easily come up with a 'strong' reason (IP theft?)
My employer might track me, but how does that mitigate my concerns that a 3rd party data aggregator like Facebook might track me as well as a result of installing a closed source plugin that they "improved".
I just addressed this in the second part of my comment. You would have to trust Microsoft/Facebook at this point, right? So if you don't and you really actually care (unlike 99.999999 percent of people), don't use closed source software, and audit every single line of the open source software you use, because I bet a lot less eyes are looking at much of what you use.