What do you think, ChatGPT? If it can create almost perfect summaries with a prompt; why wouldn’t it work in reverse? AI built into Windows could flag potentially subversives thoughts typed into Notepad or Word, as well as flag “problematic” clicks and compare it to previously profiled behavior. AI built into your GPU could build an behavioral profile based on your interactions with your hentai Sonic the Hedgehog game.
VPN doesn’t necessarily block telemetry, and some providers, like NordVPN, have tons of telemetry in their clients alone. Even if they come with “blocking telemetry” in their VPN, I guess they want to be the only one hoarding your data.
Use tracker blockers/firewalls, TrackerControl is a good open source app on Android for this, a PiHole can block a lot of tracking traffic as well.