The "keylogging" has a reason: to collect data for corrections. As the linked article says, many phone keyboards have been doing this for years to improve autocorrect. With Windows 10 pushing tablets and the ability to do writing->text, they feel a need to collect writing and typing data to make the corrections on those better.
Not only that, but they feel the need to do it remotely because the data would grow large over time and the extra processing would bog down devices if it were all done locally. Perhaps even more importantly, analyzing the data on centralized servers helps them improve the software they'll ship in the future rather than simply improving the experience on individual machines.