There's also the small matter of whether they should be using tax payers dollars to fund the development of a proprietary product. I realise that most people use Windows but it still leaves a bad taste in my mouth. And I'm not even American!
I get where you're coming from, but let me play devil's advocate. The NSA has a possibly unique position of being able to protect the United States' information infrastructure from emerging threats, on account of their well funded, top-secret research in this field.
Now for better or for worse, Microsoft Windows plays a major role in US business infrastructure. So isn't it a good thing for the NSA to use its position to strengthen the USA against new attacks that, perhaps, only this agency has the ability to see coming?