No, they don't. I even remember that the prices for legal Microsoft software in one of those "developing nations" were higher than prices in the USA.

And it's not only Microsoft, some other companies (Audodesk, Adobe, Apple) also keep higher prices and worse quality in some of poor countries than in the USA. It's kinda like they try to punish people that want to buy their software legally.

For me, it's an easy decision, I just don't use their software at all, but some people have to use their software, and I totally understand why some of them decide to pirate it.