The NSA confirmed that they worked with Microsoft in beefing up Windows 7's security. The reason, after all, is because as the government continue to rely on private sector software, it is integral that the spy agency, with its great cryptological and computer scientific expertise, lend a helping hand.
This is important. In an age where cyberattacks instigated by individuals, rogue governments, and, very likely, multinational corporations on governments, other corporations, and individuals, it makes sense that we have the best security we possible can.
I'm sure the Chinese, North Koreans, Iranians, Russians, and even some of our allies are thrilled to learn about this. They'll be glad their welfare is being looked after as well. It's not like the NSA will ask Microsoft slip in some kind of secret entrances into Windows 7. Would they? Nah...
For the sake of transparancy, this has gone on for years with Microsoft and the clandestine agencies and I'm sure other software companies are also involved.