The copyright notice in the LICENSE file was still there. Bring it along for the ride -- either by putting all the files in one subdirectory, or by referencing it from each file, or by adding a note letting people know which files were under which copyright. They could even have also added copyright headers to each of the files in question.
There's more than one way for Microsoft to have retained the required attribution. The problem is that they didn't pick any of them. The author offered them valuable code, and the requirements of the license weren't onerous -- if they're unwilling to follow them, they should just not use the code.
If someone wanted to transplant only a subset of files from one project to another, there would have been no copyright notices to retain.