Its a tricky one.
While you might feel guilty about revealing it, there is a good chance that someone else will (or has) found it and will exploit it. Until it is understood by AV companies (as we can assume MS knows now) there is nothing to protect those using XP from it.
Now MS told you its not going to be fixed as XP is EOL, but what of the embedded version that various systems use? Publishing might be the only way to force MS to fix that for those still expecting support until that version is finally EOL'd.
Finally, you might want to consider if the same underlying bug also impact on Win7/8.x as well. Disclosure would allow that to be investigated.
So really, it will come out one way or another, and probably best if done via an open forum than black-hat sales channels. MS know, so its their call about patching.