Microsoft has Bing and their own advertising platform, with a tight partnership with Yahoo. Bing is now tightly integrated within Windows since version 8, ads and all. It's really irrelevant how much money Microsoft makes from this when they are in the same business.
Also, I interacted with Google's AdX and others and I must say that Google's AdX is much more restrictive in the user data exposed. The identifiers they give are completely unreliable for tracking users and they don't even give away the full IP. They are also doing a good job in reviewing the content being served on the client side, they detect if you're setting cookies or doing other things that are against their policy and their approval process is a pain in the ass. Other competing platforms, like MoPub (now owned by Twitter), are much more relaxed.
The general rule of thumb in the ads space - the bigger you are, the more eyes are watching you, this is why smaller players are breaking the rules with the purpose of grabbing as much land as possible before going public.