No your privacy is not at risk.
How We Collect Data Part of windows 10 statement, I stress YOU MAY in all statements
You may provide information, such as your name and email address, to Microsoft for a specific purpose, such as a request for support. We also use a number of methods and technologies to gather data, such as:
- Web-enabled features in the Program that transmit information to Microsoft; and
- Technologies like cookies and web beacons. Microsoft may use cookies (small text files placed on a device’s hard disk by a web service) or similar technologies to provide the Program. For example, cookies may be used to store a user’s preferences and settings, to gather Experience Data, to authenticate a user, or to detect fraud.
http://windows.microsoft.com/en-us/windows/preview-privacy-statement
This is information you already have given MS, when you install windows 10 or metro app, we have a choice.. This enables programmers to develop better software.
I do not see the problem, most of the world used google/apple/facebook/clouds. They all collect private Information to improve its software. The positive note we made the choice to install and read the privacy statement of software we install. WE made the choice. why complain now?.