Unless MS can mine data from the Steam client they'll get nothing from me. My Windows box is a headless Steam server I use to stream windows only games to my Linux desktop and laptop. The only thing installed on it is Firefox and Steam (and the games, of course). I've been using the MS Insider preview with Steam for a couple of months now, and it's been working great.
I've got to hand it to MS on the distribution/upgrade of Windows 10. I fully patched my Win7 Pro, reserved my upgrade and removed the Windows 7 disk from the computer. I installed the preview edition , installed Steam and transferred my games and data over, and kept it up to date patching or reinstalling as needed the whole time. Low and behold, without me having to reinstall the Win 7 drive and upgrading, MS went ahead and upgraded the Win 10 drive for me. Rather surprisingly smooth, it was.