I have no idea what Windows does since I use Linux exclusively at home and macOS exclusively at work, but this sounds... unlikely.

Could you clarify a few things?

browse inside windows

Do you mean using the system search thing that's usually used for launching programs? Or so you mean something built in to apps? Or Cortana search assistant (or whatever they call it now)?

Bing

Can you change the default search engine? I use Firefox w/ DuckDuckGo, and I've never used any kind of OS search (I disable it when possible).

Firefox... highly recommend using Linux

Does Windows reach inside Firefox somehow?

And yeah, I get that Microsoft is spying on its users, that's a given, but I don't see how that translates to switching OSes just to use a browser. There are plenty of other reasons to use Firefox aside from some privacy protections (and Firefox really isn't all that private by default, it just blocks some cookies), such as:

• extensions - there are a ton that just work better on Firefox, especially ad blockers
• resource usage - I use a ton of tabs, and that just doesn't work well on Chrome
• container tabs - maybe Chrome has something similar, but it works pretty well in Firefox
• Firefox sync - I use Firefox for Android (mostly for the ad blocker), and Firefox sync is really nice
• rendering engine diversity - right now it's basically just Chromium-based browsers (Edge, Brave, Chrome, etc), Firefox, and Safari; if you care about web standards and aren't on macOS, Firefox is pretty much your best bet (I guess Linux has some options, but they're pretty light on features imo)