More money making threats
They're after your money, pure and simple. They have no rights to walk in and ask any questions, let alone investigate or take any computers. But as others have said above, it's the age old bully boy approach. Shout loud enough and someone will give in.
M$oft particularly needs to get real about the prices it charges ordinary punters, how about the equivalent of what it charges Dell ??? Then at least they would have the moral high ground. People will not buy copies if they can have the "real thing" for a reasonable cost.
And don't forget that M$oft regard (say) a legit US purchased Windows disc as counterfeit if you try to use it in Europe. What's that all about ?
Ignore them and they'll go away ...