HN isn't a reference work like Wikipedia or the MSDN Knowledge Base, so it's less important here.
But the real reason that Microsoft's URLs suck is that the MSDN Knowledge Base is an older product than Google's, built back when the web was new and people didn't realize that their URLs sucked. And one thing that I respect Microsoft for is actually caring about reverse compatibility.
(Sidenote: This is why you should think about your URLs. They are how your website will be presented to the world.)
By your argument, HN is a fail too, yet you still click on the links.