Microsoft may very well get to serve ads to those devoted users, but the ads themselves are some of the worst performing, cheapest inventory out there. Lots of people have made this point before, but Google mints cash because people are searching for things when they see ads. On Facebook the ads simply interrupt the personal interactions that are the reason people are there in the first place.
I don't think that means there's no hope for advertising on Facebook; rather that attempting CPC and CPA models may actually not be as effective as more traditional brand advertising and sponsorship.