When did private business pay for scientific instruments, like particle colliders and gravity enterferometers?

Isn't that literally every major university ever?

They did before the government got involved in it.

But if you want to spend $23 billion for a collider, you're probably going to need to forcibly take the money to do it. Of course, it's worth it if it's someone else's money.

Are you imaginging a JWST or similar telescope that isn't a government program?

Why not? Capitalism has a record of funding a lot of scientific expeditions, for example.

Let's say Microsoft wanted to generate goodwill in the scientific community? What could be better than funding a space telescope?

Microsoft has had many incidents in which generation of goodwill would've been very valuable, so where's the Microsoft space telescope?

Goodwill isn't going to cut it. There needs to be a tangible incentive.