Ok, I’ll rephrase: how do they make money with Pylance?
The idea is people start a project in VS Code, need to scale up to a reproducible dev environment for multiple users, and follow ads in VSCode to GitHub Codespaces, which charges by the hour for VMs. Now you're locked into that, you're locked into GitHub as well, and they can cross sell you GitHub Actions, GitHub Advanced Security &etc.
Therefore, Pyright is almost the minimum needed to add type checking to your CI process.
Edit: to clarify, not only is Codespaces advertised in VS Code, it also uses private APIs so no competitor can publish an extension which replicates this functionality on the VSCode marketplace.
I don´t think MS is after solo hobby devs. For startups they have other incentives to lure them into their ecosystem, like free Azure credits.
And that is why open source projects on github are free too. Because the paying organizations depend on the free software ecosystem, build by volunteers in their free time. MS wants control [1] about that nonetheless, because not having that is a risk to their baseline
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0. https://news.ycombinator.com/item?id=41695356
1. That is not necessarily harming libre software per se, but keep in mind that MS is only interested into OSS as long as their commercial customers depend on it.