While the intention was definitely good, I personally would not want to use a machine that the could be remotely accessed in such a mannter.
True, something like anti-virus software self-updating and removing a threat would be acceptable to most users. But this is more akin buying a car and discovering the manufacturer has a master key and a representative can come over and drive it around whenever he/she wants, and it's fully legal and you can't do anything about it.
Well, it's just that MSRT runs and executes a find and destroy script. In this case, it looked for a special version of Tor that the malware installed in a special location and configured in a special way. That way it would not destroy legitimate Tor installations.
And you have the option of not running it, if you really wanted to - you still own the machine.
It's the same as if you set your Linux box to self-update - are the updates it downloads able to remove other software? Yes. In fact, it's expected during updates that new versions remove old versions. And sometimes they also remove other software that are no longer prerequisites.
Sure you have the option to not do it, just like you have the option to not run the update.
In the end, for better or for worse, I think it's important that we actually own the devices we buy and pay for. Cases like this, and similar ones with Kindles and mobile devices remotely being accessed and modified or used to spy on us, are strong evidence that we do not. (I know that this particular case is not a big deal in of itself, but the fact that Microsoft can do what it did is not good news.)
It's really no different on any OS - updates automatically apply and they can remove stuff at will too.
Probably the most interesting thing is that Apple, of all companies, has not actually shown the need to remove apps remotely. We know they have the capability to disable apps (only the ones using CoreLocation, though), and they have removed apps from the store. But they have not removed apps from people's iTunes libraries, nor removed the ability of deleted apps to run, period. As long as you have a copy somewhere, it can be installed on other devices using iTunes long after it's been removed.
Heck, even when Disney forced the removal of its movies from Amazon and iTunes, they still play if you have a copy on your hard drive! Which can be copied to other devices or streamed to your AppleTV just fine. It only screwed you if you didn't already have a downloaded copy.
Funny how the most "walled" of walled gardens hasn't yet needed to flex its abilities. Even Steam has removed games from people's libraries (granted, the game didn't work anymore, but still - people paid for the game, and Valve deleted it!)
Apple has stopped apps from working, which is the same from removing apps. Look at Siri on iphones from the 4 on down. It is apples to apples, and there are many others they have stopped.