Everything gets sent to Apple servers
if you define "everything" as your Spotlight searches. And as you point out, it's very easy to opt out.
The real annoyance I have with Apple and OS X is that unlike MS, unless you have a Time Machine backup there is pretty much no way to easily step back to the systems prior state after an upgrade... unless you re-install the prior release and lose all applications and settings you had up to that point.
Which is EXACTLY what happens in Windows when you use a System Restore Point. And as you say, they "Sometimes work"; in my experience, about 25 percent of the time.
...and now the Windows.old folder ( that worked for me at least ) that you can back out the Win10 "upgrade" from.
LOL! Talk about damning with faint praise! Even Microsoft knows that Windows 10 is SO shitty that they HAVE to give you a way out!
Here's a thought: Howabout not changing 80% of the UI in one version-change? Howabout not building an OS that bends over backwards to soy on you at every single turn?
Compared to that, OS X is a model of good User Interface design (I.e, there are FAR more similarities between the 1984 version of MacOS and El Capitan than there are between Windows 7 and 8), and Apple is the bastion of liberty (easily-defeatable Spotlight Suggestions vs. a SECRET list of 100 URLs that your every KEYSTROKE and MOUSE-CLICK get sent to).