But when there is an actual issue people should be complaining about nobody seems to care.
Almost every single thing in that image is either from the technical preview (note the date), which you should understand is all about detailed feedback, or about Cortana. The Windows 10 everyone is currently downloading is not the technical preview, it is the final release, and all of that personal tracking data has been removed from required core services. Cortana is a digital personal assistant, and in order to be intelligent about assisting you, things like browsing history are very useful. And of course, like basically every single issue of security, it can be turned off.
Comparing Microsoft's optional usage data collection to the work of national socialist propagandist Joseph Goebbels is a very big stretch, and dishonest at that.
Edit: I noticed that picture also includes spelling correction and search suggestions claimed to be a major breach of security.