The first Samsung Galaxy was shipped in 2009[0] -- over a year before Elop was made CEO of Nokia [1] and nearly two years before the "Windows Phone Strategy" was announced.
In 2011 -- years before any strategy shift to either Windows or Android would have been able to be implemented, Samsung was already shipping more smartphones than anyone else -- including Apple [2]. Nokia didn't ship their first Windows Phone device until November 2011.
It would have been a Blackberry Storm kind of stupid to try taking on Samsung with Android as the platform. There's no compelling reason to pick Nokia over Samsung when the target market is just looking for value. At least with Windows Phone, there was some differentiation they could hope to appeal to consumers with.
[0] https://en.wikipedia.org/wiki/Samsung_Galaxy
[1] https://en.wikipedia.org/wiki/Stephen_Elop
[2] https://gigaom.com/2012/02/07/npd-apple-sold-most-smartphone...