There's plenty of reason, especially looking at what's been happening in the last year.
I PAID for that computer (presumably with a hard drive) so why should I have to agree to my data being stored in someone elses server to be used to train the AI that will eventually land microsoft support services workers on the unemployment line?
Step one: I buy a computer.
Step two: Computer manufacture pays MS a licensing fee.
Step three: MS takes all of our data and trains their AI, which they can then monetize for use by other companies, making even more money.
Step four: Microsoft's AI replaces basic Frontline workers (tech support, help lines, bug tickets, etc...) saving even MORE money.
Why in the actual hell would I contribute to that?