It’s difficult to prove anything like that. From independent research we know that Intel, and likely AMD too with their counterpart, can remotely control your PC via IME. But they’ve never done that yet or have done so very secretly, because then a lot more people would know and that would be problematic.

Personally I think it’s reasonable to suspect that Microsoft has full capability to severely cripple your system at any given time. Maybe not ‘brick’ as that may be impossible without proprietary hardware inside the machine. However, even a simple Windows installation can mess up your UEFI. Given that, do you think that all those millions of fully secret lines of code cannot render you unable to use your PC, even if just temporarily?

To be more precise: it is actually beneficial for big corporations if you pirate their media, as opposed to you having never been born. The sole act of you ‘consuming’ their media is positive for them, since you’ll almost definitely see their logos (advertising to you), and you may spread the word to people who may pay for it (advertising by you).

As you said, it’s all pretty much propaganda to brainwash us into trying to be ‘good citizens’ (obedient consumers).