I make a Python extension for SQLite (APSW) and by far the single biggest Microsoft annoyance is the compilers. I support Python 2.3 to 3.5, and see downloads of the binaries for all of those versions (!), both 32 and 64 bit where relevant.

Getting a system setup where each Microsoft Visual Studio version is present, and then having to use the Resource Kits for 64 bit compilers is very painful, and likely impossible to repeat (the various installers randomly disappear). Should I ever lose the system, I'll probably give up on providing Windows binaries.

Microsoft do already provide a small compiler bundle for the most recent version, but that doesn't reflect the user base. I would be delighted if Microsoft provided a more complete compiler bundle (no guis, only enough to keep the various versions of Python happy). Or alternatively do what the IE team did and provide virtual machines preconfigured. That would make supporting Windows a far smaller burden.