You can't verify how private MacOS and Windows are, besides checking the network to see if they send data to a server, as unlike Linux they are closed source.
The PC Security Channel made a video comparing Windows 11 and XP with Wireshark. The telemetry settings in Windows 11 are set to minimal, you can see his response to a specific comment about it. Here's the link: https://youtu.be/IT4vDfA_4NI
He doesn't say he has minimal telemetry, he actually says it's a brand new laptop (from manufacturer) out of the box with nothing installed. What we are referring to above is with telemetry disabled in oobe.
If you see a specific comment, he responds that he set everything that he could off. What I think this means is he set it off the first time the laptop turned on, since (I'm guessing) the same screen as above appeared when he turned the laptop on for the first time