...they also don't have the same justification for refusal, since compliance will not implicate them in anything...
In that particular case, perhaps, but they have their own interests and obligations outside the case which may be harmed by turning over the documents. For example, in this case compliance with the order could conceivably place Microsoft in violation of foreign data privacy laws, which this court cannot grant immunity from as it lacks jurisdiction.
...unless, of course, it would implicate them in something else, in which case they can negotiate a deal for qualified immunity.
Given that you're compelled to comply regardless, under threat of more or less whatever punishment the court happens to deem fit, there isn't much scope for negotiation. The court holds all the cards. You can ask for consideration, but there isn't much you can do about it if they refuse.
In case it wasn't obvious, I am wholly opposed to dragging third-parties into a case against their will when they haven't even been accused of any wrongdoing. That includes both compulsory testimony and the involuntary production of evidence. The courts exist to resolve disputes and protect rights, not to create new disputes and violate rights.