It's called testing the waters. Like you do with women. The sole fact that this wasn't even ordered to be done by Mr. Ballmer is very telling, and in fact is based on some rumors from unknown people. The idea is sound, because it would allow Facebook to leverage their social network to gather data and organize it easily, just like Google is desperately trying to do with Google+ and failing. All three companies understand the power of social networks used for search data.
However, being one of the largest companies on planet and always thinking about long term strategy instead of quick gains, Microsoft doesn't really need to sell Bing. Their online division might be losing money on paper, but it's more of a supportive division anyway. Don't forget that they also work on services like MSN Messenger, their news sites, and very wide array of other services and software like Azure. They support Microsoft's and Windows' strong brand name and are also a division of innovation that will enable Microsoft's success in the future as more and more services move online. People on slashdot always complain that companies aren't thinking long term but instead just try to get quick profits. Well, Microsoft is one of those companies that only think long term. In fact, most of what Google does is to gain quick profit and ditch the projects that fail with that. Just see how many projects Google quickly and silently cancels compared to Microsoft.