Of course they did! NSA issued an RFP for Skype intercept in 2009 [1] and everyone assumed that MS took them up on it:

>An industry source disclosed that America's supersecret National Security Agency (NSA) is offering "billions" to any firm which can offer reliable eavesdropping on Skype IM and voice traffic.

And then Snowden revelations confirmed that MS was intercepting Skype [2]:

>Microsoft has collaborated closely with US intelligence services to allow users' communications to be intercepted, including helping the National Security Agency to circumvent the company's own encryption, according to top-secret documents obtained by the Guardian.

>In July last year, nine months after Microsoft bought Skype, the NSA boasted that a new capability had tripled the amount of Skype video calls being collected through Prism;

[1] https://www.theregister.co.uk/2009/02/12/nsa_offers_billions...

[2] https://www.theguardian.com/world/2013/jul/11/microsoft-nsa-...