MS spend serious coin on this kind of research. They've been working for over a decade nown to shut down botnets - where they've done the research and managed to provide proof to a standard that multiple courts were willing to act on their evidence. Which doesn't of course prove that they've not just making it all up, given the tech knowledge of the legal system, but strongly suggests that they've got some idea of what's going on.
Plus they've had their own anti-virus software for 15 years, that's not always had the best reviews - but has also done decently in repeated tests that I've seen. Which means they've got a network of honeypots out there gathering data - and they're plugged into all the other AV researchers - who share a lot of data.
They're at least worth a hearing. They have the technical and financial capacity to know a lot of what's going on - and to be able to spot patterns.
Being such an important part of global computing they're also going to be talking to most governments' computer security departments. Which of course gives them access to lots more information but also the risk that they could be dragged into all sorts of shennanigans. So you pays your money and you takes your choice.