They did give official information on those points actually, but it's true they've been very bad at getting the message through (it's been their first problem during the whole X1 situation). For example, voice recognition is done offline. There are very few personal data uploaded to MS servers.
I think that if you trust their word, they wouldn't store many private information (if any), none that could help an intelligence agency anyway. The problem is, many people are doubting their word now, but of course that's where they're walking the thin line between caution and paranoia.
I still stand by the idea that the best argument to dismiss that fear, is that even with full access to a kinect, with live backdoor and everything, the NSA wouldn't get useful information out of it. The things they're interested in don't happen in living rooms, especially not those the owner perfectly knows are equipped with a camera. Even if a spying kinect is possible, it's basically pointless, so there's no reason it will be done.
