Market leaders? I'll give you Skype (which they bought) and Office, but I'd be shocked if Hotmail and Messenger are still receiving anywhere near the traffic from the 90s/00s (it's all WhatsApp, BBM, Twitter, G+, Facebook by now) and every individual and company I know (yes, yes, anecdote != data), is using Dropbox, Livedrive, or Spideroak, based on their needs.
I tried Skydrive a couple of years ago and found it to be really poor at getting data on and off it, compared to Spideroak and Livedrive, that is.
I'm not disagreeing with you entirely, but apart from XBox and Winpho (separately), I don't really believe MS have a homogeneous ecosystem. Win8 might address that, but their previous attempts to tie in the desktop with Games for Windows and Windows Market are absolutely abysmal, to the point where I now refuse to buy games with WfG because of how seriously it ruins the whole experience. (Have I gone off-topic?)
Look at what Google did with Android and then Apple with iCloud. If I'm at my Transformer, I automatically have every photo, contact, calendar entry, paid app, etc., waiting for me from my phone. I don't see that with MS.
Sony seem to have done well with the PSP/PS3 relationship, but the PSP is a pretty niche solution compared to laptops/tablets.