I have a relatively recent Microsoft account, but at this point I refuse to even type it into my Windows computer. Given their user-hostile posture, I wouldn't put it past Microsoft to have a keystroke logger listening for me typing my MS account into some other software. Then, it could pop up with "Surprise! We just upgraded your local account to this Microsoft account that we just saw you type in! Now you have to log in with your Microsoft account. Gotcha, sucker!"
I haven't dug into it, but I have a (personal) win10 machine that is used for a combination of gaming and some of my dev work (visual studio & .net). I recently needed to install excel on this machine, and used my work account. I believed I was only logging into MS office, but now that machine has printers added that are added on my machine at the office, so somehow logging into MS Office but on a local windows10 account added printers from a different network. I'm not surprised, but definitely demonstrating that there's potential for information leakage if using their online accounts.
It's very possible. I've honestly stopped counting the ways Microsoft is attacking my computer and network through Windows. At this point I treat the entire OS as adversarial, and go so far as isolating my few Windows machines onto their own VLAN where they can do the least damage.