Windows 10 Anniversary update has put Cortana front left and right in the Anniversary update. Cortana now resides on the lock screen, and you just cannot turn her off. Other changes include edge extensions. As well as windows hello on apps and websites.
Cortana is now a more important part of windows. Each time you search using the search box, you will be using cortana. This means she can call back to her dad with any data, periodically. There is no way to stop this behaviour, but windows 10 has been doing this all along anyway. If you are paranoid about your data, you can tell her to stop collecting your data. Cortana still sends the data periodically, but it passes aggregate data instead.
Cortana has now find a way to go onto your lockscreen. When you interact with the virtual assistant it the fills up the whole screen. You can set a reminder, or maybe ask for a joke, without unlocking your device. If you ask her to open an application she will prompt you to unlock the device.
Are you going to use cortana on the lock screen? Or instead you are going to disable it completely for privacy concerns. In any case, the anniversary update is worth checking out.