Ultimately there's no informed consent here: The average consumer is disbelieving and surprised if you tell them what kinds of stuff Microsoft has/can put into a dossier. Nobody thinks: "Ah, Edge on a fresh Windows install, I'm glad Microsoft knows every site I visit, and can tell I'm a friend with someone because we use the same bluetooth speaker."
[0] It seems wrong to use the verb "leaks" when it's so obviously intentional.