Microsoft simply cannot afford this to happen
It doesn't really matter if it's in the EULA or if the supposed keylogger collects everything or just bits of information; this is not the way you get people excited about your new operating system version. It's a PR disaster. The reputation of the company and the Windows brand itself (both which wasn't very stellar to begin with) took such a hit in the last few years that this really is the last thing they should be doing.