Like how MS ignored the hosts file if you tried to use it to block windows update. Ultimately MS has final say on what you're allowed to do on windows and they can force updates that disable or enable any kind of behavior they want. It's their system.
If you don't trust MS, don't use windows or at least never ever let connect to the internet. In a fight between you wanting to keep your privacy and an OS designed and determined to exploit you for profit, you will always lose.
I'm to the point of getting a separate hardware firewall and putting that between my computer and home network. But when you do that, you won't be able to tie activity back to an application... maybe the new nextgen firewalls can if you install some sort of agent on the computer? Idk....
I briefly experimented with using such an agent to communicate with a separate hardware firewall and found it was not worth the effort for myself and a better solution was just sandboxing anything I don't trust in a VM, since escaping a VM is harder than compromising the local agent to mask the traffic as coming from something else.
If you don't trust MS, don't use windows or at least never ever let connect to the internet. In a fight between you wanting to keep your privacy and an OS designed and determined to exploit you for profit, you will always lose.