That might raise some antitrust concerns. Microsoft is already a strong contender the in the development tool space and there's not that much competition left.

Or maybe JetBrains is just not available for them. There can be something going on between JetBrains and Google considering Google decided to partner with them on the Android development tools.

Or maybe Microsoft feels they are doing well enough with their current tools. You can't really fit the JetBrains nicely to the "big picture". Microsoft needs VScode, because they want IDE running inside browser. They also need the big old Visual Studio. JetBrains tools could not replace anything, but they would be a third pillar.