I know very little about photography so this might be redundant for those in here, but being a complete noob there are few things I have learnt:
1. There is a difference between a full size crop and 'zoom'. The photos from Microsoft, like the OP mentions, where you can see the individual hairs are a full size crop, so basically just viewing the photo at full resolution. In a photo editing application, or even Windows Photo Viewer, you can zoom in well beyond full resolution and at this point the photos will look grainy and lose detail.
2. You need good lighting to get good detail and reduced grain. Those photos from Microsoft were set up in the best possible lighting and other conditions.
3. You need to choose the JPG + DNG option if you want the image without processing and compression, i.e. as it came in from the sensor. Then you can edit the DNG yourself and apply sharpening, colour correction, filters, etc. to get the image you want. For someone who knows what they are doing this should give the best photos.
4. I think the OP would really like to see something taken by regular 950 users like this photo:
http://az648995.vo.msecnd.net/devices/2015/10/WP_20150922_15_56_52_Pro.jpg and I think stoneshop has done that with the photos of his cat