Realised I never answered this - apologies!
MS doesn't sponsor us financially, nor are they shareholders or investors in Illyriad Games corp. They have, however, recognised that what we're doing is quite unique, and have provided us with some quite historic and ongoing assistance (dev time, access to core MS dev teams etc) to help hammer out some of the issues and bugs that we've run into at this level of scale and speed. It helps us, and it also helps them make an even better product.
We're also members of the excellent (and generally available, just apply!) MS BizSpark programme, which gives free Microsoft licences as well as some free Azure credits.
We've basically been working closely with MS to get this to run the way it does, and ensure it's compatible - and optimised for - the Azure platform. MS has proved to be (quite unexpectedly) an awesome organisation to work with; the polar opposite of what we expected to find when we began talking to them about 18 months ago. I never dreamt that a small indie like ours would get the assistance we have had from such a large corporation.
Hope that answers your question!