So, why am I bothered? Ultimately, it’s because of the fear of the unknown. It isn’t this trick that makes me question Windows so significantly, but the question about what else is in there that I don’t know about. The same fear is valid in other operating systems, but there is a great sense of security in an operating system where most behaviors can be readily examined. In Linux and other open source OSes, you can manually inspect the kernel source code or compile your own. And outside the kernel, I can inspect the files in the configuration /etc folder and examine supporting libraries, and every program comes with the source code.
Although I might not know about all of Linux's unexpected behaviors -- and it does have them -- they occur less frequently, and often with transparency. With Windows, I have to trust Microsoft. And let me say, I do trust Microsoft the majority of the time. It’s just that I have no way of knowing what other surprises lurk for me, and how they affect my overall security risk. And if I find a feature I don’t want, can I easily turn it off?