Isn't Microsoft selling ads too? I believe they do (that's why bing was created). If so, I don't trust their ad blocking initiative any more then google's. Maybe in short term, as they want to steal users from Chrome, but in longterm, they'll in same position as google is now.
It is difficult to assess which company is more 'good' or 'evil' nowadays. Microsoft did a lot of good by competing with UNIX in the 90s (Windows NT was cheap compared to UNIX). They also did bad with their embrace & extend and other anti competitive behavior.
Microsoft is a much older company who recently transitioned from being a proprietary software company selling licenses to a company who sell that but who also do services such as cloud (Azure) and who also do all kind of FOSS and tracking (Windows 10).
I fear the future is going to be that the poor are paying with their privacy/time/focus (as a result of advertising and tracking), while the rich buy licenses to pay off the licenses. Heck, it is already like that. My Scrabble clone application (Wordfeud) costs ~3 EUR in the Play Store. The free version costs nothing, but shows ads (not sure about tracking). I figured 3 EUR is a good deal for me for a perpetual license to never see ads. However, 3 EUR for me could be a lot of money for someone who's more poor than me.