Oh, so to clear up confusion - switching to Linux destroys the local storage of the GDID, and Linux has generally much better privacy (to the degree the OS is involved - browser privacy is a related subject). However, it doesn’t undo the past - if you previously signed in with your MS account on that system, Microsoft will have that record in perpetuity.

Best solution would be to wipe any system you acquire without ever signing in to Microsoft. While switching to Linux will not change any of the components serial numbers that Microsoft has, you will at least not be actively associating most of your web activity with your M$ account.

Tangent - if you’re gonna do shady stuff, use VMs or TailsOS.