Thank you so much for your feedback, I really appreciate it!
I can definitely see how the "Collect data in the background" could be interpreted in a way that speaks "any data". In fact, I believe that the current installer is going through a renovation at the moment and this dialogue should change for the better quite soon.
The licensing behavior with the Application instance is to be expected. When installed without the service, the registry updates the license key only at the User level. Changing the installation to use the Windows Service updates the registry at the server level.
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All the best,