In addition to the GDPR concerns mentioned in sibling posts, this type of collection is likely covered by Article 5.3 of the EU ePrivacy Directive, which requires consent for storing or reading information from end-users' devices (also known as the "cookie rule").[0] The Dutch Data Protection Authority recently applied this rule to Microsoft's collection of telemetry data through Windows 10.[1] Notably, this rule is not limited to personal data; it applies to all "information."
[0] http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:020... [1] https://www.autoriteitpersoonsgegevens.nl/sites/default/file...