When running Microsoft Windows 10, this is really not any question to ask. Almost anything is recorded and shipped to Microsoft and without checking, surely there is a process responsible for shipping the private browser urls to them as well.
I have regained control, but the common man can only block parts of it and so most Microsoft wants slips through anyway. Use the hosts file in addition and you are still only safe until they make a change.
As should be evident, I have such a firm belief in Microsoft when they claim that it is nothing but a bug