Microsoft has to follow US law. If it believes an order has been issued unlawfully, it—and everyone who works there who follows the order—has a civic duty to oppose the order in court.
Quite a few of the things that European authorities have been getting worried about the US Government being able to force Microsoft to do are explicitly enshrined in US law. See, for example, the CLOUD Act: https://en.wikipedia.org/wiki/CLOUD_Act
