You're right. Many people and companies have access to your IP address and your Caller ID. They could get access to your name, address, phone number, Social Security number, Driver's License number, medical records, credit reports, etc, etc, if they really wanted to.
But most of the time, they have no reason to. They have no specific information about what you do for fun, what your habits are, what your interests are, etc, etc. The information would be uncontextualized, dry database entries. The information could not be monetized in any meaningful way. It couldn't be used for marketing purposes or risk management purposes easily.
However, Microsoft is in the unique position of being able to monetize your personal information.
Only Microsoft is in a position to link all of this very delicate personal information, directly to your computer, and to everything that you do on your computer.
Take a moment here. Read the above sentence once again.
Do you have any idea what the implications are?
The derivative of your hardware information, in conjunction with your Windows serial number, allows Microsoft to link anything you do, online or offline, to a fully detailed personal profile. Don't you think your insurance company would be interested in purchasing some of this information? Your employer? The IRS? Don't you think Microsoft would sell it to them at the right price?
I do understand that you're a sheep, but I'm hoping that there's a limit to how much you will allow others to trample all over your essential rights. If this doesn't faze you, I'm afraid nothing ever will.