ClojureScript doesn't run on either the CLR or JVM; the compiler is JVM-based Clojure but the output runs as JS. And it's worth noting that Scala, Clojure, and Kotlin all originated outside of Sun; where F# originated from inside Microsoft.
It does not matter where the research got done as long as it's interesting and moves things forward. Anyways, the cultures of MS and MSR are so different, it is arguable if one can even consider MSR as part of Microsoft. Sort of like Hong Kong and China. MSR fund a lot of haskell work for example.