No, it wasn’t your average telemetry (although I’m sure they could also find a person only with the massive telemetry footprint they get). It was a specific device ID unique to every computer, that Windows pings to Microsoft every once in a while. So, as long as you’re using Windows, Microsoft can still follow you through your VPN without needing to delve into the telemetry data. I’m sure they make a very responsible use of that feature.