Before 2016, you had to manually opt-in by checking a checkbox during installation.
With SQL Server 2016, there’s no checkbox – you’re opted in by default.
I’m actually a huge fan of app telemetry – sending crash reports and usage data back to the application developers in order to help make the app better. I want developers to know how I use their apps, because I want them to improve the parts of the app that I use the most. Heck, I’d be fine if SSMS turned on the microphone while I worked, and then did sentiment analysis. (They would see a very high number of four-letter words tied to the term “IntelliSense.”)
I’m generally fine with sending telemetry results, but I also think the option to disable this should be easier than a registry setting.