They probably don't even realize they're paying for it when they buy a computer.
That's probably one reason that MS charges for it. It's so transparent people don't know to ask to not have it.
Console makers sell consoles at a loss
Not all consoles. The gamecube wasn't sold at a loss (at least not until near the end of it's life), and, AFAIK, neither is the Wii, as it uses a lot of the same hardware.
A budget is just a method of worrying before you spend money, as well as afterward.