Hamachi did it back in 2004 or so.

MS is so late to the party because they want you to do it through them.

Same reason they bought (and killed) Foldershare around 2006 or so.

https://rip.so/microsoft-foldershare.html

Edit - forgot this is phone, and Hamachi still hasn't released a phone app unfortunately.

Still, this is crap to entice the inexperienced to use the "convenience" - same model Apple has always used to lock people in.

I use windows every day, and I'll be damned if I'll ever sync my phone with MS crap.