For years (even decades), Microsoft hasn't really had to market the Windows platform. It was a total monopoly in the business world and just about every new business app was written for it. One of the classic moves we see from monopolies (across all industries) is that when new ideas come along that disrupt their dominance, the monopoly will ignore, deny, lash out, and eventually try to copy the new way of doing things. This is exactly what we're seeing with regards to Microsoft and VDI.
For the longest time, Microsoft was in complete denial that VDI existed. Finally they wised up and started to talk about VDI, although typically comparing it to traditional desktops or Remote Desktop Sessions / Terminal Server. (Here's their latest paper showing the VDI is more expensive than traditional PCs.) Then when they finally did decide to legally allow customers to use Windows for VDI, they did so with a completely ludicrous and arcane licensing model that few customers could effectively use. And their own VDI offering was created as an afterthought add-on that recycled all the existing remote desktop components and recombined them into a VDI "Suite" aimed for "low to medium complexity environments."
The problem came from the fact that Microsoft's sworn enemy VMware was leading the charge towards VDI. VDI shares many architectural similarities to Microsoft Remote Desktop Session Host, so Microsoft couldn't pooh-pooh the concept entirely. But there was never any danger that Remote Desktop Session Host would negatively affect the Windows client business, as no one truly believed that any significant percentage of Windows dekstop users would fully migrate to remote sessions.
So VMware pushed VDI. Microsoft pushed back.
"But that's all changed now!" some people will try to convince you. "Now Microsoft loves VDI!" People who believe this cite the fact that Microsoft has dropped the additional cost of the hated VECD license and that their new RemoteFX protocol promises to deliver a great user experience via VDI.
To both of these I respond, "Balderdash!"
If Microsoft wanted to make VDI easy to use, they would have allowed any version of Windows 7 to be accessed via VDI instead of today's rules that state a client device must be enrolled in Software Assurance (SA) to reap the benefits of VDI. (And the additional tools like App-V would be included in the OS instead of an SA-only add-in option.) Thin clients that don't qualify to be covered by SA are now required to have their own special license called "VDA" in order to use VDI, and this VDA license costs a whopping $100 per device, per year! So while SA only costs $100 the first year and then drops to about $40/year for renewal, the VDA license for a thin client costs $100 year after year after year. Does a company that charges a $60 per year thin client device tax sound like a company that loves VDI?
And then there's RemoteFX. Was this protocol created because Microsoft loves VDI? Hardly. RemoteFX exists for two reasons: First, it's a ploy to push Hyper-V (since RemoteFX requires Windows 7 VMs to run on Hyper-V. It doesn't work with VDI environments based on VMware vSphere or Citrix XenServer). Second, Microsoft's push for RemoteFX decoders in things like LG televisions shows Microsoft's intentions with RemoteFX go beyond creating it as a nice gift for the VDI market. RemoteFX is part of something much bigger. (Xbox in the cloud, anyone?)
[UPDATE] Commenter Mads Sorenson also points out that there is no Service Provider License Agreement (SPLA) for the Windows client. So if you want to provide Windows desktops as a service to customers, the customer has to own the license (which means the customer needs SA or VDA). This makes all of that more complex. If Microsoft really wanted to encourage Windows desktops as a service, they'd offer a SPLA for desktops like they do for Remote Desktop Session Host, Office, etc.
So you can see it's easy to find lots of anecdotal stories that suggest that Microsoft doesn't like VDI. But why not?
There are a few reasons for this. The first thing to remember is that the Windows desktop monopoly is under attack on multiple fronts. Of course we all know about Apple in the consumer space. And we know about iPad and Android tablets. And of course new app developers have the choice to write their apps for Windows or the web or Java or as rich internet apps... So the problem is that a lot of new apps today aren't written specifically to be Windows apps. (Or if they are, there are also native Mac, iOS, and Android apps written at the same time.)
Over time we'll see fewer and fewer traditional Windows apps. Then at some point, people will realize they don't need Microsoft Windows on their client device just to run a few Windows apps. And they certainly don't need Windows (or any "full" OS.. Mac, Linux, etc.) to run web apps. So at this point it will be easy to migrate the few remaining Windows apps from the client into the cloud. Then they can be delivered back to the client as seamless RemoteApps (maybe even via RemoteFX).
At this point you might be thinking, "Ok... so what? Why does Microsoft care? If people are still using Windows, who cares if it's running in a remote datacenter versus running locally?"
The problem with the only Windows apps being remote VDI apps is it sets a bad precedent. Microsoft has spent a lot of R&D creating the "richness" of the Windows user experience. But if we strip that off the client and just deliver a seamless application via some remoting protocol, the nuance and art of the richness is lost and Windows is emasculated. Why do I need Windows 7 just to deliver my stupid old Windows app? (Look at all the new features in Windows 7. Which of these are applicable if you're just using accessing a single seamless RemoteApp?) And if that's the case, why do I need Windows 8 for VDI? Why do I need SA? I can just use the same copy of Windows that I bought ten years ago since it's just a single old remote app -- it's not the client and it's not affecting the overall client user experience). This is what I meant when I wrote that Windows itself is in danger of becoming the "XP Mode" of the cloud.
Microsoft has worked hard over the past twenty-five years to build the Windows franchise and create demand for it. It's not going anywhere anytime soon, but it's clear that Microsoft benefits from Windows being installed locally on client devices. VDI challenges that.