Whether you should care comes down to your ideology. My view: I totally see the value in tracking your users, but I also believe there should always be an option to opt out. Tracking becomes insidious when you lose the right to not participate.
By choosing to opt out, you're showing Microsoft that there are people that genuinely care about being able to not be tracked, making it more likely for them to keep this option for the future.
Whether you should care comes down to your ideology. My view: I totally see the value in tracking your users, but I also believe there should always be an option to opt out. Tracking becomes insidious when you lose the right to not participate.
By choosing to opt out, you're showing Microsoft that there are people that genuinely care about being able to not be tracked, making it more likely for them to keep this option for the future.