I don't understand the reasoning behind that at all.
OK, MS wants our data. So do Apple, Google, FB. No news. But they already have everything: The user (MS account) when downloading VS. The id of the copy (serial number or whatever), all kind of information related to the Windows Version, the currently logged in user, machine data, ... VS or Windows can collect usage data, etc.
Why do they want me to sign in VS? They already have it all, don't they?