Even if Microsoft is telling the truth (very skeptical about it), you could see how they can easily lie through their teeth with that statement "We aren't explicitly providing a backdoor for the NSA - but hey, if NSA knows of a vulnerability in Windows that is very hidden, and we know about it, too, then it's out of our hands, and NSA can do whatever".

This is also interesting, something someone posted on HN from Steve Gibson back in 2006:

https://www.grc.com/sn/sn-022.htm

At this point I would really start with the presumption that at least Windows and Intel's chips (possibly others, too) have backdoors in them, and that the chances of that happening at this point is higher than not happening.

I'd also assume most routers have at least dormant backdoors in them. Jacob Appelbaum has been saying for years that it's easier for manufacturers to just build-in the backdoors in all routers that they're making, because so many countries demand them, and they just keep them "disabled" in the countries that don't ask for them. It might be a good idea to start installing OpenWRT firmware on your routers.