I guess Microsoft doens't think of itself as an "Internet company", and they've often been on the other side of bills such as SOPA, etc, at least before the backlash.
It makes sense if you consider where their main revenues come from: Windows and Office, desktop products. Windows 8 features tighter integration with Internet services, but by and large they are firmly rooted in the idea that your desktop should be doing computation locally. The minute Microsoft calls itself an Internet company is the day that desktop software goes the way of the dinosaur.