Apple also collects lots of data. They supposedly don't sell it. There's no adds in macOS.

Oh look, it's exactly what I've been saying for years. What they collect is aggregated, non-personalized data, primarily used for diagnostic purposes and showing where crashes and other issues are occurring. If you don't opt in to Optional data, that's literally all it is. And it's a fraction of what both major smartphone platforms and IT gods forfend, any social media app collects about you. Even MacOS from "the only tech company that cares about your privacy" collects telemetry data of this nature. And despite what some people continue to claim, there has never been a shred of evidence provided that Microsoft sells any of this data. Even if they did, it's not personalized so it's not super useful. I think putting advertising in Windows is BS (at least for users who paid for it and didn't get a free upgrade), but the utter paranoia that's been spread for years about how they "Know every single thing you do!" is nonsense and has always been nonsense. I've used Windows 10 and 11 every single day since both launched and I've never had any experience that indicates I am being targeted in a way that tehy could only use by collecting my specific personal information.

There are "Smart Hearing Aids". I think this is a good idea since they can detect heart functioning and the group of people that can benefit from a hearing aid overlap a great deal with those who can benefit from heart monitoring.

You've likely turned off some of that collection with a program or through the Group Policy Editor. If you don't have access to it then it's either not there or turned off.

I've heard a lot about ads in Windows but never saw them. I saw ads in Office app on Android several times, but it was a bug, because it gave me an option to remove ads by buying a Premium subscription which I already have. Relaunching the app removed all ads every time. I guess it's fixed now because I haven't seen them in a while. There are ads in the default Weather app, but they are anything but personalized because they are in a language I can't even read without a translator (they are just random local ads).