Actually, Microsoft's Java existed. Microsoft built their own JVM ( https://en.wikipedia.org/wiki/Microsoft_Java_Virtual_Machine ) and Java was supported as a language in Visual Studio in the past. It was the fastest Windows-based implementation of a Java virtual machine when it came out.

But Microsoft being itself added some custom features on top of JVM ( like IE ) and Sun sued them. In retaliation, Microsoft removed JVM from Windows and built C#. Everybody at that time knew C# was Java, though C# has evolved to be a much better language to code in than Java.