I'm sure they do dirty with it as well but...
Well here's the thing. When many people use Google, they prefer to have results that's local or more akin to them. That requires the Google Algorithm to learn about them. Especially if you're on an Android phone, it uses your location to learn where you go, remember what you search, even use the mic to discreetly hear what you say to know what advertisement to give you. A lot don't like that and I don't as well (only because people generally cannot be trusted), but the concept behind it requires such. In order to get more personal results, you need Google to learn about you more personally.
Windows 10 has carried over Cortana from the phone OS, Cortana being based off the famous game series Halo, and is the equivalent to Siri and Google for Microsoft. It'll remember where you go and what you research, even use the mic to listen in so it can personify the searches more to you. I'm sure Microsoft would find a way to allow the Government to take a peak when they deem so dang necessary, but for the average user, that's the purpose of it, at least one of them.
It's the compromise. We live in a connected world, a digital world full of endless potential. But the more access we want to that potential, the more we'll have to upload ourselves into the digital world.
Have you ever tried using a modern device with all of the potential-spying options turned off? It ain't quick, nor is it convenient.