yes. Diagnostics Data Viewer[0]. you can use that tool to see what data is collected and even delete it all from Microsoft's servers.
it's all plain JSON, too.
but people still bitch endlessly about "spying" and foam at the mouth (literally) while they yell about it, acting like they know everything about the situation.
With a website, you can control what you do where. If your terminal client is sending stuff to the sky, you never know what it’s actually doing.