I wouldn't make that conclusion. As we know, knowledge is very compartmentalized in the NSA. So, there could be groups in the NSA trying to find attack vectors

I wouldn't make that conclusion. As we know, knowledge is very compartmentalized in the NSA. So, there could be groups in the NSA trying to find attack vectors for Microsoft Windows while other parties in the NSA might have backdoor access to Windows for use in specific circumstances. Furthermore, Microsoft has universal access to Windows machines which connect to Microsoft servers to download patches. The government can argue with risk to national security and force Microsoft to let them use that update mechanism to spread their malware.