MS says they don't collect that stuff, there is no real way to prove they do unless someone can decrypt the telemetry data they are collecting. You can either choose to believe what MS says or not.
Most people are misunderstanding what is being collected or just making stuff up. For example, browsing history is collected in the sense that your browsing history can be sync'd between Win10 devices. That requires that they collect and store that data in the cloud, but it is for your use not MS. The alarmists will take that information and claim that MS is spying on you.