Switching PowerShell Editors

So Microsoft has stated somewhere that they are not encouraging the use of the PowerShell ISE. While not deprecated, it is apparently being ignored. The editor that is replacing it is Microsoft’s ‘Visual Studio Code’. This editor is a lot more robust and provides for more plug-ins and code options. There is one thing you may not be aware of is that Microsoft wants to track your usage of this new editor.
This can be seen when editor is first fired up, I saw this in the bottom right of the screen:

I circled the important part of the message. You, yes you, need to opt out of being tracked for telemetry purposes. We all know Microsoft is famous for their telemetry and Office 365. However this is a desktop product … How do I opt out? Click on the ‘Learn how to opt out’ link in the message. Then search for the ‘Telemetry term’ as instructed.
When you search for it, you will see these telemetry options. It’s up to you to determine if you want these on or not:

This is bothersome, why not have the default be opt-in and not opt-out for these kinds of tracking features. Yes, that may be paranoid, but I don’t feel that everything needs to be shared just because it can be ‘anonymously’. Why not put it in the set up screens? Let the installer choose if they want to be tracked to ‘help’ Microsoft or not.
So, just my $0.02.