That is true, Shaun but the way the internet works, you cannot hide the eventual/final address the outgoing data is going to.
Same with incoming, if you care enough it's easy to do a deep packet inspection and find out and block it.

Hence you cannot access Lux from places it blocks through VPN, or hiding your IP. The Amazon or other Virtual server works a treat but.

Software ppl exists outside MS and dare I say most of them are a damn lot batter than those at MS.

Bottom line, you could still block it and you should.
Your personal browsing history is open to any advertiser and that's bad enough, having all your personal details available to someone not even polite enough to ask for it in the first place is not on as far as I'm concerned.