The chance is 100%. As long as this system comes with a default keylogger, your personal data is insecure.
It must not be Microsoft who uses your data. Wouldn't make sense. But what about their armada of external consultants, or any other person, who could look into the data, when data is transferred over wires, or remote support, or, or, or ...
The whole thing about bitcoin is "BE YOUR OWN BANK". Would you trust a bank without any fences? If yes, go and use Windows, but don't wine around for lost or stolen bitcoins. Forums are full of this...
Summary: one cannot accuse Microsoft to actually steal "your" data, but the numerous occasions of data theft and lost privacy makes Windows a product, that cannot be recommended "out of the box" in security relevant environments. You need to invest many many hours, to get it to a level, where it can be considered "secure enough". You can save these many many hours by using a BSD/UNIX based OS, paranoia is your/the limit :-).