Actually, this is probably the main reason MS is defying the US court order. If they give over the info without getting permission from the Irish government, they are likely to be in violation of Irish or EU laws on data privacy. They have some ground to defer the compliance with the US court during the appeals process, so they are deferring the risk of violating the EU laws until absolutely necessary. Or they may elect to take contempt charges in the US over greater charges in the EU, and reap the PR benefit. It definitely isn't a purely altruistic "defend the consumer" action, even if they choose to play it that way.
On the other hand, it does defend their customers against overreaching by the US, so more power to them.