Microsoft has in fact done the same sort of thing in Windows Update, though it denied it. Certainly nothing as brazen as a keylogger, but in 2003 it was caught

Microsoft has in fact done the same sort of thing in Windows Update, though it denied it. Certainly nothing as brazen as a keylogger, but in 2003 it was caught phoning home a list of all installed software, and hardware identifiers, in an SSL connection.