Well, the thing is (my own opinion though, so I could be wrong) Nokia has invested in the past a lot of their time and money on their developers and on creating a great platform for them. The had the Symbian OS which was very popular as far as smart phones go, and they had more recently acquired QT, which played nicely with the Symbian OS.
Now, it's worthy to note, that the smartphone market today and the one before are quite different. Smartphones were way more expensive, and development for them wasn't quite as easy. However, those that invested in having one, and in developing for them found a great deep appreciation for their phones. These smartphones had no restrictions whatever. You bought it, you own it. If you can compile something that runs on it, go ahead! This is something that fans of the Symbian OS praised, and followed them religiously because of it. So, although Nokia's platform took a lot longer to spread in fame than say iOS, they had existed for so long that they had built quite a large following of dedicated and loyal users/developers. So loyal that even though their smartphones are quite a bit more expensive than the competitors, they still believe (and probably rightfully so) that the investment is worth it.
How did Nokia achieve all this? Again, they invested a lot of money and resources on it. Nokia is a huge company. As a result, they are a huge part of the Finnish economy as well. Their business is based around these investments and the large user base that they have built because of them. Not only that, but they were also in collaboration with other companies in building MeeGo. MeeGo was meant to be a Linux based OS that would bring the gap between PC and cellphones even closer, since it was meant more as a Linux distro (like say Redhat, Ubuntu or Suse) rather than a derivate of Linux (like Android and OpenMoko).
Now, taking all of this into account, they announce that they will be focusing on Windows phones. Their huge user based is feeling betrayed because essentially all the hard work they may have put into the Symbian ecosystem (which I haven't personally experienced, but have heard it has quite a learning curve) will go to waste, the MeeGo platform may not come to full fruition because of conflict of interests, and surely a lot of layoffs are bound to happen since it seems they are going to let the majority of their software division die out. Not only that, but they had always been pro open source and open platforms, and they are now announcing the will probably go with the company that many see as a rival to these ideals. Is the user base biased against Microsoft? Probably, but that isn't it either. I'm almost certain had they announced that they were going with Android, there still would have been a major backlash. Maybe less so of one because Android is an open platform, perhaps facilitating porting efforts and the move to another OS, but I'm almost certain there still would be a lot of people in uproar.
In conclusion, I think the problem here isn't that Nokia is investing in Microsoft. Thats not it at all. Its that its not investing in itself and its loyal user base. Thats what seems to be the problem....at least from what I can interpret.