The article says he chose left-handed out of personal preference. Not everything by Microsoft is a sinister conspiracy, sometimes it's a garden variety screwup. They were probably merely insular enough to ignore the rest of the industry, rather than arrogant enough to deliberately subvert it.

There is some logic to left-handedness, which is a bit more intuitive in some ways for computer graphics. Left-handed means the Z coordinate increases with depth into the screen, that the viewer is somewhere near Z = 0 and looking towards positive numbers. And projection space has 0.0 at the near plane of the view frustum and 1.0 at the far end. Right-handed means that either your projection space coordinates go negative or that your projection matrix includes a negation for the Z coordinate.

Left-handed does however have the enormous disadvantage of working against almost all (non-computer screen) representations of 3D space. Draw your X and Y axes on a sheet of paper in their customary orientation. It's much more intuitive to interpret positive Z as altitude above the paper rather than as depth into your desk. That's right-handed, and that's why OpenGL and everyone else chose that.

Answering a different parent, it's more than just one line of code in a library to change coordinate systems. The depth buffer check needs to compare in the opposite direction, for one.

Incidentally, Microsoft has learned from this mistake: XNA uses right-handed coordinates.