Past midnight, so time for a conspiracy theory.
Nah, there's no conspiracies going on here. Microsoft will have made plenty anyway, it's probably just like Apple do all part of the hype machine.
My two pennys, which I know from when I've bought Apple things on release day before, and they send it from China, is that they do the exact same thing:
Firstly it's a myth to think that there are any "warehouses" with this stuff piled up. Microsoft doesn't even have any retail outlets here, and certainly no warehouse space or staff,or heating or lighting or security etc. Apple do this too, they make it, batch them up and then fly them over and send them to your house that day.
I've had a Macbook air which was due for release on Friday leave China the night before, Thursday at 11pm, fly to Stansted Airport (where almost all UK freight flights come into) and then go straight from the plane into a van and then to my house that Friday morning at 9am.
It doesn't make supply chain sense for businesses to keep huge depo's, when the people like UPS and FEDEX have literally thousands of freight flights every day all over the world. The supply chain is amazingly slick and when stuff starts happening, it starts happening! The only delay is ever in the factories, where Apple stuff has been held up for me before, and it's always strikes or raw material issues, never because they've "sold out" or didn't expect to sell so many. Not on the first day for pre-orders.
The one thing Microsoft is lacking here is communication. With Apple from the second you order something you know exactly what is happening and where it is, with the ability to trace every step. It's not that Microsoft doesn't care about it's sales outside the US, and is giving them our Surfaces first, because our Surfaces will have been made with different boxing and different plugs etc anyway, but it's that they don't have the agreement with the suppliers and their IT systems to link up parcel tracking or even issue useful tracking numbers for their store. But then again, this is to be expected because Microsoft is a software not a hardware company, and they don't yet appreciate the value of information on the supply chain to the customer.