Not if the users used standard file extensions:

Run a report that selects the top 0.01% of users by total storage used, return % of space per file extension.

Not to mention simply searching for common file names would do the trick, too. It is not too hard to come up with an algorithm that can return a boolean (or float) indicating if a file collection looks like TV series. "Game of Thrones - S??E??" is a good start.

I consider the file names on my hard drive private.

Then you should explicitly use a product that encrypts before upload. Again, it's not clear that a human at MS looked at anything. They could simply have run a query "does any customer have files looking like TV series".