I'd argue that Microsoft never actually built the MSXs, Microsoft more or less just spec'ed out what an MSX should be, similar to the way 3D0 never really built a machine (in fact I think some of the same companies who built MSXs built 3d0s if I'm not mistaken).
but...Microsoft did build the XBOX (which was a PC) and the XBOX 360 (which is less PCish, but still a computer).
Also in Europe; in Spain and the Netherlands you can still find quite a few of them even now. I don't think MS designed the hardware though; they made the MSX Basic (which I like and program for fun still), but the specs where by ASCII corp Japan and where 'interpreted' within the confines of the standard by the mostly Japanese MSX creators (like Sony, Hitachi, Sharp etc). I'm not 100% sure but I cannot find any information about MS actually working on the hardware themselves although being in the standards body.
Not true. In the 1980s Microsoft attempted to standardize the 8-bit home computer market, and developed the MSX architecture, exemplars of which were built and sold by a few Japanese companies. The MSX did not see much traction in the United States but was popular in Japan and Russia.