I was under the impression that they've used Linux in the past effectively as a firewall for their internet sites. Whether this was a temporary response to a specific situation or a semi-permanent thing I don't know but I recall reading that there was a period where Microsoft.com was returning non-Windows header information.
While they obviously don't publicise it I think they've probably used Linux where it's appropriate for some time now.
MSFT used Linux for DNS servers for a while, its unclear why they did that since they had so many other FreeBSD acquisitions anyways. Some loadbalancers returned BSD/Linux fingerprints when scanned, but its unlikely that MSFT actually used Linux in the direct path anywhere.