You’re a statistic: Your Windows installation is used in the metrics that software developers (such as game developers) use when considering what platforms to support
An advertisement in your home: Whenever somebody visits you, uses your computer, or talks about computers with you, you are showing them that you support Windows by using it which is a form of advertising.
You’ll be making money for them: Microsoft makes money on a macro scale. As I said, they don’t care about you bypassing licensing, blocking stuff, or anything similar. You use Windows, and because everybody just follows that same mentality, they are getting big money from companies and computer vendors, because they have huge monopoly.
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You failed to understand my point completely.