I think that might be a great reason why! To make windows a unified advertising identifier.
ATT (and verizon tried too) got these ad platforms because they wanted to unite their 1st party user device data to an advertising graph.
They tried to enable targeting individuals (on harder to 1:1 target devices too). But they never seemed to actually merge the two 'pipes' together that well.
Because google & apple have blocked more targeted advertising for everyone but themselves, creating a competing platform that doesn't rely on 3p cookies or IDFA etc would be really valuable.
FB direct response ads are totally dead for us. Apple & google killed it. We use Xandr and they do have some broad demo 1p targeting segments, device expansion, but it's nothing like FB. Still have to use a 3rd party to load 1:1 lists, at least we do.
Google already has a huge login base on the web. In addition, AFAIK google includes a uuid in chrome that only google properties can read - I have never found info on if they use that for ad targeting, or correct my memory if i'm wrong on that?
Microsoft could create something like that. They would probably have to expand IE use or do something shady in between chrome and the web.
Maybe if they want to get into streaming too - blurg.
OR a better idea imho would be a microsoft smart tv, MSFT SSP + exclusive to xandr inventory included. There is some gaming advertising too that could be thought out and expanded. Maybe bundle xbox inside a tv, sell it at a loss to stream ads.