Why are all these "Chime In" posts all about such dumb subjects?
Microsoft creating their own exclusive chat service would be a mistake, as much as for any other OS, and that includes Apple. What they do is help propagate brand loyalty, because of a need to communicate within the same brand. In the case of Apple, clearly it works in the USA because everyone has an iPhone. For the rest of the world (ie, "the whole world") the intelligent choice is to adopt a messaging network that's available for all platforms, like WhatsApp or telegram or dunno, Facebook Messenger if you're inclined to it.
So if MS did this, having an MS Messenger (again), only the hardcore fans that remain would use it, the rest of the world would laugh it off, MS would eventually kill it and everything would remain as it was.
So no, wouldn't work and it's a terrible idea.