Unsure, but I think it’s because one of apple’s main talking points in recent years has been privacy (think the Apple logo with the lock). Whether it’s true or not, Apple has built trust with its users (misplaced or otherwise), whereas MS has lost a lot of that trust (especially with the recent Recall fiasco).
I think both companies are storing and using user data and telling you they aren’t, but I think it’s like what you said. People for whatever reason trust Apple more
Money. That’s the answer