“just after the first boot, Windows 11 was quick to try and reach third-party servers with absolutely no prior user permission or intervention.”
A Wireshark capture of a fresh Windows 11 laptop shows it phoning MSN, Bing, Steam, McAfee and Comscore’s ScorecardResearch before anyone opens a browser. Windows XP on the same test contacted Windows Update and nothing else. Turning telemetry off with third-party tools still leaves Windows 11 “sending things.” You paid for the license and Microsoft still sells the view of your desktop.