It's part of the spiel. Guy says your watch is broken and he'll sell a new one, then you look down and notice that your watch really is broken! Same with antivirus, they get the victim to check their computer and they see all these red alerts in the messages window that prove they have a virus (chances are they do anyway).
Part of the defense is knowing that Microsoft will NEVER call you, keep the paranoia meter on high alert at all times. But if you don't know that , how do really know that the person is or is not from Microsoft? Maybe you think, it really is Microsoft but you ask to see some credentials or proof. Same as if someone in a gas company uniform knocks on your door and says there are gas leaks in the neighborhood and he wants to check inside your house with his fancy detection machine. So you have to train the parents that everyone is an asshole the same way they trained you to never get into cars with strangers.
The other defense is to just hang up. Otherwise the scammer gets a chance to use the spiel and wear down defenses. If they say you have a virus then say "thanks, I'll check it out, have a nice day" and hang up. Which in essence means being rude which can be hard for some people.