They don't however mean that MS choosing to put adverts all over Windows is illegal, or a breach of the contract, just because users would prefer the OS be ad-free. The EU could legislate in various ways that would mean MS had to stop doing so, but they haven't yet and there's no aspect of general contracts law currently that prevents it.
One could argue that adding ads after some time from a system putchased without ads throuh updates is a defect that has been hidden at purchase time.
I'd love to be proven wrong about this, because I'm not blowing smoke up your ass I really do agree with you in that I wish MS could and would be sued over this, and lose, and have to stop making Windows shit like this. But I'm fairly confident that the only possibility would be for EU (or individual nations) to write new legislation addressing it.