David Smith points out a bunch of the ways that Microsoft integrates R into products:
You can call R from within some data oriented Microsoft products, and apply R functions (from base R, from packages, or R functions you’ve written) to the data they contain.
SQL Server (the database) allows you to call R from SQL, or publish R functions to a SQL Server for database adminstrators to use from SQL.
Power BI (the reporting and visualization tool) allows you to call R functions to process data, create graphics, or apply statistical models to data.
Visual Studio (the integrated development environment) includes R as a fully-supported language with syntax highlighting, debugging, etc.
R is supported in various cloud-based services in Azure, including the Data Science Virtual Machine and Azure Machine Learning Studio. You can also publish R functions to Azure with the AzureML package, and then call those R functions from applications like Excel or apps you write yourself.
They’re pretty well invested in both R and Python, which is a good thing.