They make money on the people buying the computer to play the game. They sell their operating system, along with what comes included or as a option. So in the long run they do make money, it adds to the operating system. Which promotes more sales and value.
You can't count the money MS makes from the OS as money made with games. MS sells you the OS one time and earns profit from it but you were probably gonna buy that OS anyway (if you buy a pre-build computer you are always buying a copy of windows with it), but every game that will come from X1 to PC and does not belong to Microsoft is not a profit they are making, is only an exclusive they are losing and all the profits from the PC version of that exclusive will go to the company that made the game.
Also many PC gamers normally order PCs with the specs they want and without OS, and after they download a pirate copy of Windows. I have Windows 8.1 right now and is the first legal windows copy i ever have on my gaming computer and because i took the license from a laptop i had...
Indirectly it adds to the system, Where else can you do that? So I can do exactly that. Your argument is flawed.
Well Windows is the system most people uses anyways and it is where most games are anyways one game more or less won't add many value to it... In the other hand every exclusive X1 loses makes it less atractive for people with PC at home, so they are actually losing console sales from people who play on PC