AFAIK, it's closed source, released by microsoft and it clearly states they can actually collect data and send it back to microsoft when you read the TOS...
i don't know what ToS is. maybe it is like bug/crash report?!
ToS = Terms of Service.
Microsoft is not only collecting data when software is crashing.
They are always collecting data to 'enhance user experience'.
Everyone has to decide for himself whether he actually want's to be part of microsoft's data-collecting actions.
Being open source doesn't reduce the risk in using software developed by microsoft.
Microsoft seems to always produce more buggy and less secure software than anyone else (e.g. windows, bitlocker, ... ).
I, personally, wouldn't use a wallet which requires me to install .NET. Especially not a wallet which claims to be privacy orientated.