Microsoft really, really wants you to use a Microsoft Account with your Windows 11 PC.
Microsoft has been pushing hard for its users to sign into Windows with a Microsoft Account. The newest Windows 11 installer removed the easy bypass to the requirement that you make an account or login with your existing account. If you didn't install Windows 11 without a Microsoft Account and now want to stop sending the company your data, you can still switch to a local account after the fact. Microsoft even had instructions on how to do this on its official support website - or at least it used to...
The only reason I even have a microsoft account is to play Minecraft. Other than that, most of their services have perfectly good alternatives that are a lot better IMO