Microsoft has no financial gain in protecting Windows from piracy. Microsoft does not bother with anything that has no financial gain and that's it.
The succes of the windows platform is also thanks to it's own system getting pirated. If Microsoft would stop piracy of it's OS (or make it way more difficult then it is now, and they do have the tech for that), then most those users who refuse to pay or are not financially able to would migrate to Linux which is free. It is fair to assume that most pirates are extremely capable of handling software better then most people on this earth and are the people who come around other peoples houses to fix pc issues. If they started recommending Linux to them, MS would be badly hurt.
Linux may have a poor reputation for the poor OS it was 10 years ago, but nowadays the linux community is extremely professional and well funded by companies like IBM and Google. Linux offers basicly the same thing as Windows does and is flying towards becoming bigger. Multiple hardware companies are starting to see that too and the number of official drivers for Linux is growing immensly.
Conclusion, I am going to make the following statement: MS only benefits from piracy. It made their OS what it is today. There is no denying that piracy makes up for a huge loss, but tthat's being compensated by the huge gain they have off keeping Windows on systems that would have looked for a cheaper solution.

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