I verified my account and I handed over the same info as I handed over when I was getting MSFT Azure cert exam.

So it was nothing special for me.

“I handed over a lot of personal information to my bank, so every website wanting the same level of access is nothing special to me.”

No point is, it is the same company handling data with exactly the same process.

They do it for all MSFT related stuff I guess.

Sure, but a subsidiary has their own Terms, Privacy Policy, list of sub-processors, etc.