This. And that's how it should work whether or not it's a Microsoft application.
Users report bugs to the team working on the user application. If the bug is actually in a component that application uses, then it's that team's responsibility to report it upstream, not the user's.
In theory and definitely how it should be for commercially backed projects. For volunteer OSS though (and commercially backed) maintainers are frequently not going to do that in my experience.
I don't think being commercial or volunteer affects this. The end user shouldn't report it upstream, not just because that's putting more burden on the user than is called for, but because the end user likely doesn't know enough about how the component is used in order to make a good bug report or answer questions the upstream component may have.
That some OSS devs don't work that way isn't really important in terms of this point. If the project isn't going to address the bug, they should just say so without implying the user did something incorrectly.
In this specific case I absolutely agree with you, but if going outside the thread on GPs point, I am way more lenient towards (non commercially backed) OSS projects. I'm usually using the product because no one other than the volunteers are doing it, and if I want something fixed, I might have to put in some work to dig and pinpoint the issue to help a fix along, put in a PR myself, or accept it being broken for a while until someone makes the (unpaid) time. And that's ok, or at least a reality for a lot of OSS.
Users report bugs to the team working on the user application. If the bug is actually in a component that application uses, then it's that team's responsibility to report it upstream, not the user's.