Additional SQL Server features and topics not covered by specific categories
That's a good question, and after having installed a junk instance and activated data collection, my answer will have to be: I don't know. That is, I have not been able to find that this user is actually used anywhere.
I ran:
SELECT * FROM sys.sql_modules WHERE definition LIKE '%MS_DataCollectorInternalUser%'
And it does return a couple of rows, but the code all look like this example:
CREATE PROCEDURE [dbo].[sp_syscollector_verify_collector_state]
@desired_state int
WITH EXECUTE AS OWNER -- 'MS_DataCollectorInternalUser'
That is, the username is only a comment.
I also note that the user has a sid, which suggests that it would be a server principal, but the sid is not present in master.
I tried to drop the user, but I was told:
Msg 15284, Level 16, State 1, Line 14
The database principal has granted or denied permissions to objects in the database and cannot be dropped.
I ran:
SELECT * FROM sys.database_permissions WHERE grantor_principal_id = user_id('MS_DataCollectorInternalUser')
And which returned one row that grants the role dc_admin to impersonate MS_DataCollectorInternalUser. But I have not found case where any such impersonation happens. But I might not have looked hard enough,