That used to be the case, but the Microsoft of 2016 is different than the Microsoft of 1996 or even 2006. Instead of trying to destroy Linux, they now support it!
If you want to run Linux servers, you can install them with several different supported distributions in Azure. If you want to run a bash shell under Windows 10, they now offer one that's based off of Ubuntu.
Hell... even if you wanted to get rid of your old Windows 2008 system running SQL Server, they'll be offering a version of SQL Server that runs on Linux as well.
I'm still not a fan of how they are trying to cram Windows 10 down everyone's throats, but they do a much better job of playing nice with open source projects now.