"As far as anyone is aware none of Microsoft's patents have ever come in a folder marked "Top Secret"."
Can't speak for the EPO, but at a patent organisation I worked at some years back, they did indeed process some patents that were classified Top Secret. It's not unheard of for some genius to invent something, submit a patent for it only for the patent examiner to release it's for some novel weapons system or has defense implications and to forward it onto the DoD or DARPA or whoever and for them to decide to classify it. e.g. RADAR technologies, materials like Chobham armour, etc.
Just because something is Top Secret doesn't mean you can't get a patent on it. Companies that work in the defense industries will want patent coverage of anything they come up with, even if it's top secret, so that competitors can't build the same type of products.