Of course they have. MS are putting ads everywhere in Windows. The revenue potential is huge and they have more than enough private information on everyone to do targeted ads.
Microsoft would be insane not to go down this route. It's inevitable.
We need more devices for sale that don't use Windows, because this won't stop. Microsoft is a publicly traded company and their stakeholders demand infinite growth.
The only way to get away from this is to use some kind of FOSS operating system