I think that Microsoft looked at the Google Now user experience on Android phones and decided to emulate that type of AI assistent in Windows. Google collects all sorts of user context information and Microsoft decided to do the same.
This is a guess but the difference may be that (some) people are willing to have less privacy on their smartphones but care more about privacy on their computers.
I don't mind that (Cortana).
I do mind that when Cortana and its supporting options are explicitly disabled, Win 10 apparently still won't stop chattering back with HQ constantly. Not only for privacy reasons either; it seems (though I'm not certain of the relationship) to have a substantial, though intermittent rather than constant, impact on performance.