Windows and MS Office are software packages that you just use for years and years, probably for a lifetime. Once you're hooked, it's hard to switch. You cannot really compare Windows and MS Office with a game for which you lose interest in 2 weeks. Your business or other endeavors are not really depending on that game.
Also, Microsoft has enough power to lobby local governments to tighten anti-piracy laws and do so in their favor with special emphasis on their products.
Small indie developers can't really compare themselves with Microsoft. Piracy works for you as long as you've got room to convert pirated versions to non-pirated, or to increase the number of paying customers by using piracy for marketing, but again that really depends on the type of product you're selling ... for example, would paying customers gain any advantages, like fresh levels every 2 weeks?